A spectrum sensing scheme for cognitive radio that includes coarse and fine sensing stages based on cyclostationarity is proposed in this paper. The cyclostationary feature detection (CFD) based on a single cyclic frequency (SCF) is used in the coarse sensing stage and that based on multiple cyclic frequencies (MCF) is employed in the fine sensing stage. Whether the fine sensing stage is performed or not is decided by comparing the statistic constructed in the coarse sensing stage with two thresholds. Theoretical analyses and simulation results show that the proposed sensing scheme has superior sensing performance and needs shorter sensing time.