In orthogonal frequency-division multiplexing (OFDM)-based cognitive radio (CR) systems, the subcarriers already occupied by the primary users cannot be used by the secondary users. This leads to possibly non-contiguous positions of the available subcarriers for the secondary users. The conventional pilot design methods are no longer effective for such systems. In this paper, we propose a new practical pilot design method for OFDM-based CR systems. We first formulate the pilot design as a new optimization problem. Instead of minimizing the mean-square error (MSE) of the least-squares (LS) channel estimator, we minimize an upper bound which is related to this MSE. We then propose an efficient scheme to solve the optimization problem. Specifically, the pilot indices are obtained sequentially by solving a series of one-dimensional optimization problems of significantly lower complexity. The computational complexity of the proposed scheme is low since it only involves real additions. Simulation results show that the pilot index sequences obtained by the proposed method exhibit significantly better performance than those obtained by existing pilot design methods.