A dual-domain bi-watermarking algorithm is proposed in this paper. This algorithm embeds bi-watermark in DCT domain, but bi-watermark can be extracted in both spatial and DCT domains. Therefore, it can implement on the DCT-based compressed image/frame. The dual-domain bi-watermarking algorithm is the extension of the spatial-domain bi-watermarking algorithm, which implements quantization index modulation with two quantization step sizes. These quantization step sizes construct the non-uniform quantization intervals. Additionally, the luminance quantization table of JPEG compression is considered in the algorithm. In the experimental result, two extracted watermarks show the capability for various compression rates, and the watermarks also reveal the different robustness against the global and the regional attacks