In large scale distributed sensing systems such as wireless sensor networks (WSNs), Distributed Source Coding Methods can be difficult to apply, due to lack of signal statistics. Distributed Compressive Sensing (DCS) emerges as a cure to this problem. Moreover, the size of the sensor reports on distributed sensing is limited due to bandwidth and battery power limitations. In this study, we investigate the optimal non-linear quantization with Lloyd-Max method for DCS under unknown signal statistics.