In this contribution, an effective multiple cancel carrier frequency offset (CFO) compensation scheme is proposed for a superposition coded modulation aided spatial modulation (SCM-SM) systems with orthogonal frequency division multiplexed (OFDM) and distributed transmit antennas, where the CFOs between each receive and each transmit antenna are possibly different. The proposed compensation scheme involves two CFO correction processes to further improve the transmission performance. More specifically, we first propose a low-complexity coarse CFO correction algorithm for the general received signals, and then give the fine CFO compensation along with the maximum ratio combining and sphere detection. Our simulation results demonstrate that the bit error rate (BER) performance of the SCM-SM OFDM system is significantly improved by using the proposed CFO compensation scheme.