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In this letter, the problem of training sequence design in a bi-directional relay network is investigated. The two nodes, Tx1 and Tx2, communicate with each other via a relay (RL). The RL receives the signals that are transmitted simultaneously from both nodes and then broadcasts the superposition back to the two nodes. Single carrier cyclic prefix (SCCP) is deployed in the transmission from the two nodes and the RL as well for combating intersymbol interference (ISI). We are interested in the channel estimation problem in this scenario. We propose a design of training sequences from two nodes to minimize the mean-square error (MSE) of the channel estimation according to zero forcing (ZF) criterion. We do not separate the links between each node to RL but incorporate them into the composite channels. Simulation results show that our design performance suffers only 1-dB loss in terms of bit-error rate (BER) as compared to the case with perfect channel information.