We consider the problem of calibrating a compressed sensing measurement system under the assumption that the decalibration consists of unknown complex gains on each measure. We focus on blind calibration, using measures performed on a few unknown (but sparse) signals. In the considered context, we study several sub-problems and show that they can be formulated as convex optimization problems, which can be solved easily using off-the-shelf algorithms. Numerical simulations demonstrate the effectiveness of the approach even for highly uncalibrated measures, when a sufficient number of (unknown, but sparse) calibrating signals is provided.