diff --git a/executor/analyze.go b/executor/analyze.go
index 06a437ce60013..8c84913ed2e6d 100644
--- a/executor/analyze.go
+++ b/executor/analyze.go
@@ -331,7 +331,7 @@ func (e *AnalyzeIndexExec) buildStatsFromResult(result distsql.SelectResult, nee
 		if needCMS {
 			if resp.Cms == nil {
 				logutil.Logger(context.TODO()).Warn("nil CMS in response", zap.String("table", e.idxInfo.Table.O), zap.String("index", e.idxInfo.Name.O))
-			} else if err := cms.MergeCMSketch(statistics.CMSketchFromProto(resp.Cms)); err != nil {
+			} else if err := cms.MergeCMSketch(statistics.CMSketchFromProto(resp.Cms), 0); err != nil {
 				return nil, nil, err
 			}
 		}
@@ -972,11 +972,7 @@ func (e *AnalyzeFastExec) handleSampTasks(bo *tikv.Backoffer, workID int, err *e
 	}
 }
 
-func (e *AnalyzeFastExec) buildHist(ID int64, collector *statistics.SampleCollector, tp *types.FieldType) (*statistics.Histogram, error) {
-	// build collector properties.
-	collector.Samples = collector.Samples[:e.sampCursor]
-	sort.Slice(collector.Samples, func(i, j int) bool { return collector.Samples[i].RowID < collector.Samples[j].RowID })
-	collector.CalcTotalSize()
+func (e *AnalyzeFastExec) buildColumnStats(ID int64, collector *statistics.SampleCollector, tp *types.FieldType, rowCount int64) (*statistics.Histogram, *statistics.CMSketch, error) {
 	data := make([][]byte, 0, len(collector.Samples))
 	for i, sample := range collector.Samples {
 		sample.Ordinal = i
@@ -986,29 +982,49 @@ func (e *AnalyzeFastExec) buildHist(ID int64, collector *statistics.SampleCollec
 		}
 		bytes, err := tablecodec.EncodeValue(e.ctx.GetSessionVars().StmtCtx, sample.Value)
 		if err != nil {
-			return nil, err
+			return nil, nil, err
 		}
 		data = append(data, bytes)
 	}
-	handle := domain.GetDomain(e.ctx).StatsHandle()
-	tblStats := handle.GetTableStats(e.tblInfo)
-	rowCount := int64(e.rowCount)
-	if handle.Lease() > 0 && !tblStats.Pseudo {
-		rowCount = mathutil.MinInt64(tblStats.Count, rowCount)
-	}
-	// Adjust the row count in case the count of `tblStats` is not accurate and too small.
-	rowCount = mathutil.MaxInt64(rowCount, int64(len(collector.Samples)))
-	// build CMSketch
-	var ndv, scaleRatio uint64
-	collector.CMSketch, ndv, scaleRatio = statistics.NewCMSketchWithTopN(defaultCMSketchDepth, defaultCMSketchWidth, data, 20, uint64(rowCount))
-	// Scale the total column size.
-	collector.TotalSize *= rowCount / int64(len(collector.Samples))
-	// build Histogram
+	// Build CMSketch.
+	cmSketch, ndv, scaleRatio := statistics.NewCMSketchWithTopN(defaultCMSketchDepth, defaultCMSketchWidth, data, 20, uint64(rowCount))
+	// Build Histogram.
 	hist, err := statistics.BuildColumnHist(e.ctx, int64(e.maxNumBuckets), ID, collector, tp, rowCount, int64(ndv), collector.NullCount*int64(scaleRatio))
-	if err != nil {
-		return nil, err
+	return hist, cmSketch, err
+}
+
+func (e *AnalyzeFastExec) buildIndexStats(idxInfo *model.IndexInfo, collector *statistics.SampleCollector, rowCount int64) (*statistics.Histogram, *statistics.CMSketch, error) {
+	data := make([][][]byte, len(idxInfo.Columns), len(idxInfo.Columns))
+	for _, sample := range collector.Samples {
+		var preLen int
+		remained := sample.Value.GetBytes()
+		// We need to insert each prefix values into CM Sketch.
+		for i := 0; i < len(idxInfo.Columns); i++ {
+			var err error
+			var value []byte
+			value, remained, err = codec.CutOne(remained)
+			if err != nil {
+				return nil, nil, err
+			}
+			preLen += len(value)
+			data[i] = append(data[i], sample.Value.GetBytes()[:preLen])
+		}
+	}
+	numTop := uint32(20)
+	cmSketch, ndv, scaleRatio := statistics.NewCMSketchWithTopN(defaultCMSketchDepth, defaultCMSketchWidth, data[0], numTop, uint64(rowCount))
+	// Build CM Sketch for each prefix and merge them into one.
+	for i := 1; i < len(idxInfo.Columns); i++ {
+		var curCMSketch *statistics.CMSketch
+		// `ndv` should be the ndv of full index, so just rewrite it here.
+		curCMSketch, ndv, scaleRatio = statistics.NewCMSketchWithTopN(defaultCMSketchDepth, defaultCMSketchWidth, data[i], numTop, uint64(rowCount))
+		err := cmSketch.MergeCMSketch(curCMSketch, numTop)
+		if err != nil {
+			return nil, nil, err
+		}
 	}
-	return hist, nil
+	// Build Histogram.
+	hist, err := statistics.BuildColumnHist(e.ctx, int64(e.maxNumBuckets), idxInfo.ID, collector, types.NewFieldType(mysql.TypeBlob), rowCount, int64(ndv), collector.NullCount*int64(scaleRatio))
+	return hist, cmSketch, err
 }
 
 func (e *AnalyzeFastExec) runTasks() ([]*statistics.Histogram, []*statistics.CMSketch, error) {
@@ -1044,19 +1060,32 @@ func (e *AnalyzeFastExec) runTasks() ([]*statistics.Histogram, []*statistics.CMS
 		return nil, nil, err
 	}
 
+	stats := domain.GetDomain(e.ctx).StatsHandle()
+	rowCount := int64(e.rowCount)
+	if stats.Lease() > 0 {
+		rowCount = mathutil.MinInt64(stats.GetTableStats(e.tblInfo).Count, rowCount)
+	}
 	hists, cms := make([]*statistics.Histogram, length), make([]*statistics.CMSketch, length)
 	for i := 0; i < length; i++ {
+		// Build collector properties.
+		collector := e.collectors[i]
+		collector.Samples = collector.Samples[:e.sampCursor]
+		sort.Slice(collector.Samples, func(i, j int) bool { return collector.Samples[i].RowID < collector.Samples[j].RowID })
+		collector.CalcTotalSize()
+		// Adjust the row count in case the count of `tblStats` is not accurate and too small.
+		rowCount = mathutil.MaxInt64(rowCount, int64(len(collector.Samples)))
+		// Scale the total column size.
+		collector.TotalSize *= rowCount / int64(len(collector.Samples))
 		if i < hasPKInfo {
-			hists[i], err = e.buildHist(e.pkInfo.ID, e.collectors[i], &e.pkInfo.FieldType)
+			hists[i], cms[i], err = e.buildColumnStats(e.pkInfo.ID, e.collectors[i], &e.pkInfo.FieldType, rowCount)
 		} else if i < hasPKInfo+len(e.colsInfo) {
-			hists[i], err = e.buildHist(e.colsInfo[i-hasPKInfo].ID, e.collectors[i], &e.colsInfo[i-hasPKInfo].FieldType)
+			hists[i], cms[i], err = e.buildColumnStats(e.colsInfo[i-hasPKInfo].ID, e.collectors[i], &e.colsInfo[i-hasPKInfo].FieldType, rowCount)
 		} else {
-			hists[i], err = e.buildHist(e.idxsInfo[i-hasPKInfo-len(e.colsInfo)].ID, e.collectors[i], types.NewFieldType(mysql.TypeBlob))
+			hists[i], cms[i], err = e.buildIndexStats(e.idxsInfo[i-hasPKInfo-len(e.colsInfo)], e.collectors[i], rowCount)
 		}
 		if err != nil {
 			return nil, nil, err
 		}
-		cms[i] = e.collectors[i].CMSketch
 	}
 	return hists, cms, nil
 }
diff --git a/executor/analyze_test.go b/executor/analyze_test.go
index 5c48ccde9a7dd..d07debd9b9f87 100644
--- a/executor/analyze_test.go
+++ b/executor/analyze_test.go
@@ -286,6 +286,20 @@ func (s *testSuite1) TestFastAnalyze(c *C) {
 		"num: 603 lower_bound: 1250 upper_bound: 1823 repeats: 1\n"+
 		"num: 603 lower_bound: 1830 upper_bound: 2379 repeats: 1\n"+
 		"num: 588 lower_bound: 2380 upper_bound: 2998 repeats: 1")
+
+	// Test CM Sketch built from fast analyze.
+	tk.MustExec("create table t1(a int, b int, index idx(a, b))")
+	tk.MustExec("insert into t1 values (1,1),(1,1),(1,2),(1,2)")
+	tk.MustExec("analyze table t1")
+	tk.MustQuery("explain select a from t1 where a = 1").Check(testkit.Rows(
+		"IndexReader_6 4.00 root index:IndexScan_5",
+		"└─IndexScan_5 4.00 cop table:t1, index:a, b, range:[1,1], keep order:false"))
+	tk.MustQuery("explain select a, b from t1 where a = 1 and b = 1").Check(testkit.Rows(
+		"IndexReader_6 2.00 root index:IndexScan_5",
+		"└─IndexScan_5 2.00 cop table:t1, index:a, b, range:[1 1,1 1], keep order:false"))
+	tk.MustQuery("explain select a, b from t1 where a = 1 and b = 2").Check(testkit.Rows(
+		"IndexReader_6 2.00 root index:IndexScan_5",
+		"└─IndexScan_5 2.00 cop table:t1, index:a, b, range:[1 2,1 2], keep order:false"))
 }
 
 func (s *testSuite1) TestAnalyzeIncremental(c *C) {
diff --git a/statistics/cmsketch.go b/statistics/cmsketch.go
index ac717bd930835..86ea0338a4530 100644
--- a/statistics/cmsketch.go
+++ b/statistics/cmsketch.go
@@ -287,14 +287,46 @@ func (c *CMSketch) queryHashValue(h1, h2 uint64) uint64 {
 	return uint64(res)
 }
 
+func (c *CMSketch) mergeTopN(lTopN map[uint64][]*TopNMeta, rTopN map[uint64][]*TopNMeta, numTop uint32) {
+	counter := make(map[hack.MutableString]uint64)
+	for _, metas := range lTopN {
+		for _, meta := range metas {
+			counter[hack.String(meta.Data)] += meta.Count
+		}
+	}
+	for _, metas := range rTopN {
+		for _, meta := range metas {
+			counter[hack.String(meta.Data)] += meta.Count
+		}
+	}
+	sorted := make([]uint64, len(counter))
+	for _, cnt := range counter {
+		sorted = append(sorted, cnt)
+	}
+	sort.Slice(sorted, func(i, j int) bool {
+		return sorted[i] > sorted[j]
+	})
+	numTop = mathutil.MinUint32(uint32(len(counter)), numTop)
+	lastTopCnt := sorted[numTop-1]
+	c.topN = make(map[uint64][]*TopNMeta)
+	for value, cnt := range counter {
+		data := hack.Slice(string(value))
+		if cnt >= lastTopCnt {
+			h1, h2 := murmur3.Sum128(data)
+			c.topN[h1] = append(c.topN[h1], &TopNMeta{h2, data, cnt})
+		} else {
+			c.insertBytesByCount(data, cnt)
+		}
+	}
+}
+
 // MergeCMSketch merges two CM Sketch.
-// Call with CMSketch with Top-N initialized may downgrade the result
-func (c *CMSketch) MergeCMSketch(rc *CMSketch) error {
+func (c *CMSketch) MergeCMSketch(rc *CMSketch, numTopN uint32) error {
 	if c.depth != rc.depth || c.width != rc.width {
 		return errors.New("Dimensions of Count-Min Sketch should be the same")
 	}
 	if c.topN != nil || rc.topN != nil {
-		return errors.New("CMSketch with Top-N does not support merge")
+		c.mergeTopN(c.topN, rc.topN, numTopN)
 	}
 	c.count += rc.count
 	for i := range c.table {
diff --git a/statistics/cmsketch_test.go b/statistics/cmsketch_test.go
index 0c038fb4bef5b..ac04e01429b6b 100644
--- a/statistics/cmsketch_test.go
+++ b/statistics/cmsketch_test.go
@@ -136,7 +136,7 @@ func (s *testStatisticsSuite) TestCMSketch(c *C) {
 		c.Assert(err, IsNil)
 		c.Check(avg, LessEqual, t.avgError)
 
-		err = lSketch.MergeCMSketch(rSketch)
+		err = lSketch.MergeCMSketch(rSketch, 0)
 		c.Assert(err, IsNil)
 		for val, count := range rMap {
 			lMap[val] += count
diff --git a/statistics/sample.go b/statistics/sample.go
index 41d139ebdef2b..64872746fdf2c 100644
--- a/statistics/sample.go
+++ b/statistics/sample.go
@@ -91,7 +91,7 @@ func (c *SampleCollector) MergeSampleCollector(sc *stmtctx.StatementContext, rc
 	c.TotalSize += rc.TotalSize
 	c.FMSketch.mergeFMSketch(rc.FMSketch)
 	if rc.CMSketch != nil {
-		err := c.CMSketch.MergeCMSketch(rc.CMSketch)
+		err := c.CMSketch.MergeCMSketch(rc.CMSketch, 0)
 		terror.Log(errors.Trace(err))
 	}
 	for _, item := range rc.Samples {