For low-density parity-check codes, spatial coupling was proved to boost the performance of iterative decoding up to the optimal performance. As an application of spatial coupling, in this paper, bit-interleaved coded modulation (BICM) with spatially coupled (SC) interleaving — called SC-BICM — is considered to improve the performance of iterative channel estimation and decoding for block-fading channels. In the iterative receiver, feedback from the soft-in soft-out decoder is utilized to refine the initial channel estimates in linear minimum mean-squared error (LMMSE) channel estimation. Density evolution in the infinite-code-length limit implies that the SC-BICM allows the receiver to attain accurate channel estimates even when the pilot overhead for training is negligibly small. Furthermore, numerical simulations show that the SC-BICM can provide a steeper reduction in bit error rate than conventional BICM, as well as a significant improvement in the so-called waterfall performance for high rate systems.