In order to improve the transmission rate and bit error rate (BER) performance of multi-carrier differential chaos shift keying system (MC-DCSK), a novel carrier phase and code index modulation differential chaos shift keying system (CP-CI-DCSK) is proposed in this paper. Reference and information signals are transmitted on N+1 different frequency carriers, then the additional bit information is mapped into phase and code index information based on MC-DCSK through carrier phase modulation and code index modulation techniques, thus the information transmission rate and spectral efficiency are significantly improved. The signals are replicated P times at the transmitter, then the signals are moving averaged at the receiver to reduce the variance to achieve lower BER. The BER equations of CP-CI-DCSK system under additive white Gaussian noise (AWGN) channel and multipath Rayleigh fading channel (RFC) is derived by Gaussian approximation theory and Central limit theorem. The good agreement between theory and numerical simulation proves the correctness of theoretical derivation. The simulation results demonstrate the high transmission rate and low BER of the proposed system compared to MC-DCSK, and the efficiency advantages. The system has great theoretical significance and practical engineering application value.