Embodiments of the present invention provide a channel state information (CSI) feedback method and apparatus, user equipment, and a base station. The method, performed by a user equipment device, includes: pre-synchronizing, between the user equipment device and a base station, a basis matrix that includes sparsity of CSI in a frequency domain and a space domain; receiving pilot information from the base station; determining, according to the pilot information, a CSI information matrix that includes information about the frequency domain and the space domain of CSI; determining the data by using the CSI information matrix; and feeding back the data to the base station, so that the base station restores the corresponding CSI information from the data by using the basis matrix.