In an orthogonal frequency division multiplexing (OFDM) system, a lot of research has shown that power loading improves error performance and increases achievable capacity. In this thesis, we propose a multilevel power loading scheme for an OFDM system to obtain higher capacity. In the multilevel power loading, all subcarriers are divided into multiple groups, each of which has same power level. Firstly, the optimal performance of multilevel power loading is investigated using two Lloyd algorithms. Secondly, several schemes for the multilevel power loading using limited feedback are proposed. For example, a group label of each subcarrier is fed back without power level. To determine a group of each subcarrier, we propose the multiple waterfillings. In addition, we restrict group level transition to reduce the feedback amount because there is correlation among adjacent subchannels in frequency selective channel. Our proposed scheme is evaluated for IEEE 802.16m system under the channels of various RMS delay spreads. The numerical results show that our multilevel power loading outperforms conventional power loading schemes thanks to same or less feedback amount particulary for the case of small RMS delay at low SNR region.