Several problems of trigonometric approximation on a hexagon and a triangle are studied using the discrete Fourier transform and orthogonal polynomials of two variables. A discrete Fourier analysis on the regular hexagon is developed in detail, from which the analysis on the triangle is deduced. The results include cubature formulas and interpolation on these domains. In particular, a trigonometric Lagrange interpolation on a triangle is shown to satisfy an explicit compact formula, which is equivalent to the polynomial interpolation on a planer region bounded by Steiner's hypocycloid. The Lebesgue constant of the interpolation is shown to be in the order of $(\log n)^2$. Furthermore, a Gauss cubature is established on the hypocycloid.