In this paper, density evolution-based construction methods to design good polar codes on impulsive noise channels for single-carrier and multi-carrier systems are proposed and evaluated. For a single-carrier system, the tight bound of the block error probability (BLEP) is derived by applying density evolution and the performance of the proposed construction methods are compared. For the multi-carrier system employing orthogonal frequency-division multiplexing, the accurate BLEP estimation is not feasible so a tight lower bound on the BLEP for polar codes is derived by assuming the noise on each sub-carrier is Gaussian. The results show that the lower bound becomes tighter as the number of carriers increases.