As channel time-variation increases, orthogonality among subcarriers in an orthogonal frequency division multiplexing (OFDM) symbol can be destroyed because of the relatively long symbol period, whereupon intercarrier interference (ICI) appears, and hence an irreducible error floor occurs. It was shown recently that grouping pilot tones into a number of equally spaced clusters can yield better channel estimation against the doubly selective channel than placing each pilot tone in an equally spaced manner. However, a random pilot sequence was used in the literature, and an optimal sequence has not yet been studied. This paper presents how to optimize the clustered pilot sequence. First, this paper (a) proves the existence of an optimum pilot sequence and (b) suggests a guideline for finding an optimum sequence. Second, this paper shows that an optimum sequence is independent of the signal-to-noise ratio and Doppler rate, and the sequence is generally optimum for any channels. Third, this paper verifies through analysis and simulation that the coded-OFDM system with an optimized cluster pilot sequence can yield a smaller mean square channel estimation error and lower bit error rate than the system with an equidistance pilot or a random cluster pilot under a rapidly time-varying channel.