In this paper, we propose a spatial coded modulation (SCM) scheme, which improves the accuracy of the active antenna detection by coding over the transmit antennas. Specifically, the antenna activation pattern in the SCM corresponds to a codeword in a properly designed codebook with a larger minimum Hamming distance than its counterpart conventional spatial modulation. As the minimum Hamming distance increases, the reliability of the active antenna detection is directly enhanced, which in turn improves the demodulation of the modulated symbols and yields a better system reliability. In addition to the reliability, the proposed SCM scheme also achieves a higher capacity with the identical antenna configuration compared to the conventional spatial modulation technique. Moreover, the proposed SCM scheme strikes a balance between spectral efficiency and reliability by trading off the minimum Hamming distance with the number of available codewords. The optimal maximum likelihood detector is first formulated. Then, a low-complexity suboptimal detector is proposed to reduce the computational complexity, which has a two-step detection. Theoretical derivations of the channel capacity and the bit error rate are presented in various channel scenarios, i.e., Rayleigh, Rician, Nakagami-m, imperfect channel state information, and spatial correlation. Further derivation on performance bounding is also provided to reveal the insight of the benefit of increasing the minimum Hamming distance. Numerical results validate the analysis and demonstrate that the proposed SCM outperforms the conventional spatial modulation techniques in both channel capacity and system reliability.