This letter proposes an initial frame synchronization algorithm for orthogonal frequency division multiplexing (OFDM) systems. Since the proposed scheme utilizes only the cyclic prefix and the phase shift of the demodulated data without the aid of any known signals, it can be applied not only at the beginning of data transmission but also at any instant during transmission. The performance of the proposed algorithm is confirmed by computer simulation for QPSK, 8-PSK, and 16-QAM systems.