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We propose an efficient channel estimation method for coherent optical orthogonal frequency-division multiplexing (CO-OFDM) based on weighted inter-frame averaging (WIFA), in which the channel estimation results of the adjacent frames are averaged to increase the estimation accuracy. The principle of the proposed WIFA method is theoretically analyzed, and the benefit is demonstrated by a polarization-division-multiplexed CO-OFDM transmission experiment. The channel magnitude and phase differences among adjacent frames are investigated. The effectiveness of WIFA method, combined with conventional least square method, time-domain averaging method, and intra-symbol frequency-domain averaging method, respectively, is demonstrated through 240-km standard single-mode fiber transmission with different launched power values. The experimental results show that the WIFA method can significantly enhance transmission performance.