This paper considers minimum sum mean-squared error (sum-MSE) linear transceiver designs in multiuser downlink systems with imperfect channel state information. Specifically, we derive the optimal energy allocations for training and data phases for such a system. Under MMSE estimation of uncorrelated Rayleigh block fading channels with equal average powers, we prove the separability of the energy allocation and transceiver design optimization problems. A closed-form optimum energy allocation is derived and applied to existing transceiver designs. Analysis and simulation results demonstrate the improvements that can be realized with the proposed design.