Abstract : Orthogonal Frequency Division Multiplexing (OFDM) is a popular modulation technique that provides high data rates and good robustness against frequency selective fading. Space-Time Block Coding (STBC) is an efficient way to introduce space-time diversity in Multiple-Input Multiple-Output (MIMO) systems. Using non-linear modulations such as Continuous Phase Modulation (CPM) with its constant envelope and continuous phase properties could be a solution to construct MIMO OFDM systems and to avoid the structural limitations of linear codes and alleviate the typical PAPR issue of OFDM. However, a major issue with CPM based systems may remain: the decoding complexity. In this paper, we introduce a new space-time-frequency diversity technique based on L2-orthogonal multi-h CPM Space-Time codes designed for OFDM transmission. We benchmark these codes under Rayleigh frequency selective channels and show how they achieve full spatial diversity at full rate for any number of antennas, good spectral compactness and also robustness to frequency fading. Furthermore, the decoding complexity is highly reduced and even made linear in the number of antennas thanks to the orthogonality properties.