The theory of compressed sensing (CS) is very attractive in that it makes it possible to reconstruct sparse signals with sub-Nyquist sampling rates. Considering that CS can be regarded as a joint source-channel code, it has been recently applied in communication systems and shown great potential. This paper studies compressed cooperation in an amplify-and-forward (CC-AF) relay channel. By discussing whether the source transmits the same messages in two phases, and the different cases of the measurement matrices used at the source and the relay, four decoding strategies are proposed and their transmission rates are analyzed theoretically. With the derived rates, we show by numerical simulations that CC-AF outperforms the direct compressed transmission without relay. In addition, the performance of CC-AF and the existing compressed cooperation with decode-and-forward relay is also compared.