Throughout various experimental results, it has been revealed that the direct sampling method (DSM) can be applied to microwave imaging and inverse problem for a fast identification of a small anomaly. However, in microwave imaging, it is very hard to identify multiple anomalies via DSM with a single source because the imaging performance is highly dependent on the location of source. In this paper, we design an improved indicator function of DSM with multiple sources for the successful identification of multiple anomalies from measured scattering parameter data. In order to show the feasibility of designed DSM, we investigate a mathematical theory of DSM by establishing a relationship with an infinite series of Bessel function of integer order and antennas setting. This is based on the representation formula of scattering parameters in the presence of small anomalies and the application of Born approximation. Simulation results with synthetic and real data are exhibited to assess the effectiveness of the designed DSM.