We focus on imperfect channel state information (ICSI) in closed-loop multiple-input multiple-output (MIMO) amplify-and-forward (AF) relaying systems. First, near-optimal closed-form solutions for transceiver designs are provided for the source-to-relay-to-destination link with ICSI at all nodes. Next, considering a nonnegligible direct link with ICSI available only at the relay and destination and no CSI or ICSI at the source, near-optimal designs are proposed. The Wiener or minimum mean square error (MMSE) filter is employed at the destination to estimate the transmitted signal. The effect of CSI mismatch on the performance of the proposed scheme is then shown through simulations.