Constant envelope orthogonal frequency division multiplexing (CE-OFDM) is a multi-carrier waveform with 0 dB peak-to-average power ratio (PAPR). This property enables the exploitation of multi-carrier waveforms with non-linear power amplifiers, avoiding the undesirable clipping effects. However, the existing channel estimation techniques designed for OFDM cannot be reused, since the use of a phase modulator makes CE-OFDM a non-linear waveform. Previous works assumed that the channel estimation process relies on the transmission of preambles, and the data symbols are equalized using a frequency domain equalizer (FDE). To avoid the overhead induced by preambles, a phase-domain injected training (PIT) is proposed, where the pilot sequence is embedded in the phase dimension of the data symbols. This novel approach does not waste time and/or frequency resources as in preamble-based schemes. Moreover, it does not require additional power for the training. The received symbols are averaged with a dual procedure, and owing to the particular structure of CE-OFDM, the channel estimates are recovered. Also, the analytical expression of the channel estimation mean squared error (MSE) is derived. Finally, several numerical results illustrate the performance of the proposal, showing that the MSE, bit error rate (BER) and achievable rate are improved, as compared to the existing works.