Measurements of the polarised emission from Compact Steep-Spectrum (CSS) sources can give important information about the physical conditions inside and around the region of radio emission, essentially on the Narrow Line Region. We have observed the sample of CSS sources constructed by Fanti et al. (1990) with the Effelsberg 100-m radio telescope at four frequencies between 2.7 GHz and 10.4 GHz in order to measure the polarisation parameters. Results from the NRAO VLA Sky Survey (Condon et al. 1998) at 1.4 GHz were combined with our measurements for the full sample. The sample is considered statistically complete and allows comprehensive statistical analysis. Some of our conclusions are in disagreement with previous results obtained by polarimetric observations of other samples, for example the B3-VLA sample.