In this letter, we consider the problem of detecting finite-alphabet sparse signals from noisy and coarsely quantized measurements. To solve this problem, we propose a greedy sparse signal detection algorithm referred to as Bayesian matching pursuit (BMP). The key idea of BMP is to identify the non-zero elements of a sparse signal that produce the largest a posteriori probabilities in an iterative fashion. Our simulation results show that the BMP algorithm outperforms the existing sparse signal reconstruction algorithms in terms of frame error rates even with a significantly reduced computational complexity.