In this letter, we consider channel estimation for intelligent reflecting surface (IRS)-assisted millimeter wave (mmWave) systems, where an IRS is deployed to assist the data transmission from the base station (BS) to a user. It is shown that for the purpose of joint active and passive beamforming, the knowledge of a large-size cascade channel matrix needs to be acquired. To reduce the training overhead, the inherent sparsity in mmWave channels is exploited. By utilizing properties of Katri-Rao and Kronecker products, we find a sparse representation of the cascade channel and convert cascade channel estimation into a sparse signal recovery problem. Simulation results show that our proposed method can provide an accurate channel estimate and achieve a substantial training overhead reduction.