Existing image compressed sensing (CS) coding frameworks usually solve an inverse problem based on measurement coding and optimization-based image reconstruction, which still exist the following two challenges: 1) The widely used random sampling matrix, such as the Gaussian Random Matrix (GRM), usually leads to low measurement coding efficiency. 2) The optimization-based reconstruction methods generally maintain a much higher computational complexity. In this paper, we propose a new CNN based image CS coding framework using local structural sampling (dubbed CSCNet) that includes three functional modules: local structural sampling, measurement coding and Laplacian pyramid reconstruction. In the proposed framework, instead of GRM, a new local structural sampling matrix is first developed, which is able to enhance the correlation between the measurements through a local perceptual sampling strategy. Besides, the designed local structural sampling matrix can be jointly optimized with the other functional modules during training process. After sampling, the measurements with high correlations are produced, which are then coded into final bitstreams by the third-party image codec. At last, a Laplacian pyramid reconstruction network is proposed to efficiently recover the target image from the measurement domain to the image domain. Extensive experimental results demonstrate that the proposed scheme outperforms the existing state-of-the-art CS coding methods, while maintaining fast computational speed.