Bit-interleaved coded modulation with orthogonal frequency-division multiplexing (BICM-OFDM) is an attractive approach to achieve time and frequency diversity. Remarkable diversity gain can be obtained when the channel is doubly selective fading. In this paper, the asymptotic diversity orders of BICM-OFDM systems in doubly selective fading channels for both single-input-single-output (SISO) and multiple-input-multiple-output (MIMO) cases are derived. In addition, the system bit-error-rate (BER) behavior in practical situations with moderate signal-to-noise ratios (SNRs) is also investigated. In the SISO case, the diversity order depends on the rank of the channel correlation matrix. Therefore, the channel variations induced by fast fading contribute to improving diversity. In the MIMO case, the diversity order can be further increased when factors such as cyclic delays or phase rolls are introduced. Simulations are provided to verify the analysis.