An apparatus for estimating an antenna weight vector in an Orthogonal Frequency Division Multiple Access System (OFDMA) having a smart antenna. The apparatus includes receiving and storing training symbols in the time domain transmitted to estimate an antenna weight vector during a training symbol transmission interval; estimating carrier frequency offsets using training symbols in the frequency domain that are obtained by performing a Fast Fourier Transformation (FFT) algorithm with respect to the training symbols received during the training symbol transmission interval; compensating the stored training symbols in the time domain based on the estimated carrier frequency offsets; and estimating an antenna weight vector using training symbols in the frequency domain that are obtained by applying an FFT algorithm with respect to the training symbols in the time domain derived by compensating the carrier frequency offsets during the training symbol transmission interval.