Transmit antenna selection techniques are prominent since they exploit the spatial selectivity at the transmitter side. In the literature, antenna selection techniques assume full knowledge of the channel state information (CSI). In this paper, we consider that the CSI is not perfectly known at the transmitter; however, a quantized version of the channel coefficients is fed back by the users. We employ the non-uniform Lloyd-Max quantization algorithm which takes into consideration the distribution of the channel coefficients. Simulation results show that the degradation in the BER of the system with imperfect CSI at the transmitter is tolerable, especially when the transmit diversity order is high.