A topological group G is said to be approximable by discrete subgroups, if there exists a sequence of discrete subgroups (H-n)(n)is an element of N of G such that, for any non-empty open set O of G, there exists an integer k such that o boolean AND H-n not equal circle divide, for every n >= k. In this paper we shall prove that the identity component of a locally compact group approximable by discrete subgroups is nilpotent. For connected nilpotent Lie groups, explicit approximating sequences of discrete subgroups are given. As an application, we extend Jessen's theorem on Riemann sums for torus to the case of nilmanifolds. (C) 2015 Elsevier Masson SAS. All rights reserved.