Interleaving is used before the encoding of source symbols in JPEG to reduce visual artifacts due to lost packets because interleaving distributes the locations of errors. The recovery of lost DCT coefficients in interleaved image compression is investigated in this paper. To restore the lost coefficients, an Maximum a Posteriori (MAP) estimate for the DCT coefficients is proposed. Under the assumption of a Gauss-Markov Random Field (GMRF) model in the pixel domain, the MAP estimate for the lost DCT coefficients is derived.