A major drawback with linear precoding in a downlink multi-user MIMO system is the increase in the transmit power when a channel is correlated. On the other hand, nonlinear trellis precoding in downlink multi-user MIMO systems is capable of minimizing the transmit power by adding a shaping sequence to the original transmit sequence. However, conventional trellis precoding cannot be directly applied to existing bit-interleaved coded MIMO-OFDM systems since the trellis precoding and error correcting codes should be designed separately. In this paper, we proposed to embed trellis precoding into the error correcting codes that are used in the original multi-user MIMO-OFDM system employing linear precoding. Major advantage of this approach is that the receiving procedure at user terminals designed for the original system need not be changed up to the error correcting decoder to support our trellis precoding. Computer simulations show that the proposed trellis precoding provides improvements of 2dB and 2.5dB in 2×2 and 3×3 MIMO configurations, respectively.