In this paper, we investigate the uplink of a millimeter-wave (mmWave) communication system, in which small base stations (SBSs) are densely placed. The positions of the SBSs are modeled as a homogeneous Poisson point process (PPP) and a user equipment (UE) connects to multiple SBSs opportunistically and adopts the spatial modulation (SM) scheme. Two detection methods, namely the centralized detection and distributed detection, are first proposed for the SBSs to demodulate the received signal and the power allocation scheme minimizing the system symbol error rate (SER) is investigated. Following this, by ignoring the side lobe of the UE, the probability that the SM scheme outperforms the conventional transmission scheme in which the UE only communicates with the SBS with a stronger channel is approximated to evaluate the performance of the SM scheme. Numerical results show that the SM scheme can effectively improve reliability of the system.