Ergodic capacity is not a suitable information-theoretic measure for delay sensitive applications over fading channels. On the other hand, delay-limited capacity becomes zero for Rayleigh channels. In this case, the Capacity with Probabilistic Delay Constraint becomes useful. In, the maximum constant source rate that may be supported in a wireless system with a probability ¿ of exceeding certain delay bound D^t, C_{D t ,¿}, was evaluated for a Rayleigh channel. This contribution extends that work to an OFDM system over a generic Rayleigh frequency selective channel. An analytical expression of the capacity C_{D t ,¿} is obtained and figures on how much the maximum allowable rate decreases for higher time or frequency correlation in the channel response are shown. Finally, the expected delay violation is compared to simulations in order to validate our results.