Recently, we proposed a joint transmit/receive spatial/frequency filtering based on minimum mean square error criterion (joint Tx/Rx MMSE filtering) for broadband single-carrier (SC) multiple-input multiple-output (MIMO) spatial multiplexing (SM). The residual inter-symbol interference (ISI) after joint Tx/Rx MMSE filtering limits the improvement of transmission performance. The introduction of iterative interference cancellation (IC) is effective to suppress the residual ISI and further improves the transmission performance. In this paper, we propose a joint iterative Tx/Rx MMSE filtering & IC for SC-MIMO-SM, and derive the optimal Tx/Rx filters. We show, by computer simulation, that joint iterative Tx/Rx MMSE filtering & IC can significantly improve the average bit error rate (BER) performance of turbo coded SC-MIMO-SM.