This paper proposes to encode pilot bits together with information bits by using a systematic. encoder and applying them to an iterative receiver, where channel estimation and decoding are iteratively performed. This paper then shows why and how the encoded pilot bits can give a positive gain (over a conventional uncoded pilot system. Specifically, this paper considers an orthogonal frequency-division multiplexing system that is encoded by a low-density parity-check code under a frequency-selective fading channel and shows theoretical analysis as well as simulation results.