In this paper, a turbo trellis-coded spatial modulation (TTCSM) transmission scheme is proposed. In trellis-coded spatial modulation (TCSM) scheme, the information bits used to select the transmit antenna index are encoded. In order to increase the performances of the TCSM scheme, a parallel concatenated encoding scheme can be used. Therefore, the TCSM scheme is modified by introducing two identical convolutional encoders, with proper interleaving and puncturing, as in the case of conventional parallel turbo trellis-coded modulation (TTCM) scheme. The punctured TTCSM scheme, using the symbol-by-symbol log-MAP iterative decoding algorithm in the receiver, is developed. The bit error rate (BER) is estimated by simulations for PSK-TCSM transmissions over stationary Rayleigh, Rician, and spatially correlated (SC) fading channels with additive white Gaussian noise (AWGN). As an example, a scheme with a spectral efficiency of 3b/s/Hz using eight transmit and receive antennas and a BPSK signal is considered. It is shown that the TTCSM scheme offers a coding gain over the corresponding non-iterative TCSM scheme of at least 6 dB for the Rayleigh fading channel, 3 dB for the Rician channel, and 2 dB for the SC fading channel, respectively.