Disclosed is a channel estimator and a method for changing a coefficient of an IIR filter depending on a moving speed of a mobile communication terminal. In the channel estimator, a coefficient changing unit receives I and Q signals from a current base station, and selects a coefficient of the IIR filter optimized depending on the moving speed of the current mobile communication terminal. The coefficient changing unit sets the selected coefficient of the IIR filter to the IIR filter of the channel estimator. Accordingly, it is possible to prevent the performance degradation of the channel estimator caused by the speed of the mobile communication terminal.