Given a sequence of Marcinkiewicz–Zygmund inequalities in \(L_2\) on a compact space, Gröchenig (J Approx Theory 257:105455, 2020) discussed weighted least squares approximation and least squares quadrature. Inspired by this work, for all \(1\le p\le \infty \) , we develop weighted least \(\ell _p\) approximation induced by a sequence of Marcinkiewicz–Zygmund inequalities in \(L_p\) on a compact smooth Riemannian manifold \(\mathbb M\) with normalized Riemannian measure (typical examples are the torus and the sphere). In this paper we derive corresponding approximation theorems with the error measured in \(L_q,\,1\le q\le \infty \) , and least quadrature errors for both Sobolev spaces \(H_p^r(\mathbb M), \, r>d/p\) generated by eigenfunctions associated with the Laplace-Beltrami operator and Besov spaces \(B_{p,\gamma }^r(\mathbb M),\, 0<\gamma \le \infty ,\, r>d/p \) defined by best ”polynomial” approximation. Finally, we discuss the optimality of the obtained results by giving sharp estimates of sampling numbers and optimal quadrature errors for the aforementioned spaces.