In this paper, a new data-driven information hiding scheme called generative steganography by sampling (GSS) is proposed. The stego is directly sampled by a powerful generator without an explicit cover. Secret key shared by both parties is used for message embedding and extraction, respectively. Jensen-Shannon Divergence is introduced as new criteria for evaluation of the security of the generative steganography. Based on these principles, a simple practical generative steganography method is proposed using semantic image inpainting. Experiments demonstrate the potential of the framework through qualitative and quantitative evaluation of the generated stego images.