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Most contributions on Tomlinson-Harashima precoding (THP) consider the THP design based on perfect channel state information (CSI) at the transmitter. The perfect CSI is not available in many wireless systems owing to channel estimator error. Traditionally, the channel is estimated by a specified channel estimator and is applied to the THP optimisation function as if it is error-free. This separate optimisation causes some performance degradation, especially in the erroneous estimated channel. Derived is a new robust solution for the THP MIMO system, which optimises jointly the channel estimation and THP filters. The proposed method provides significant improvement with respect to conventional separate optimisation. Simulation results show the performance advantage obtained by the joint optimisation.