This paper addresses the problem of training sequence design for multiple-antenna transmissions over quasi-static frequency-selective channels. To achieve the channel estimation minimum mean square error, the training sequences transmitted from the multiple antennas must have impulse-like auto correlation and zero cross correlation. We reduce the problem of designing multiple training sequences to the much easier and well-understood problem of designing a single training sequence with impulse-like auto correlation. To this end, we propose to encode the training symbols with a space-time code, that may be the same or different from the space-time code that encodes the information symbols.