Multilevel coding (MLC) is a coded modulation technique which can achieve excellent performance over a range of communication channels. Polar codes have been shown to be quite compatible with communication systems using MLC, as the rate allocation of the component polar codes follows the natural polarization inherent in polar codes. MLC based techniques have not yet been studied in systems that use spatial modulation (SM). SM makes the polar code design difficult as the spatial bits actually select a channel index for transmission. To solve this problem, we propose a Monte Carlo based evaluation of the ergodic capacities for the individual bit levels under the capacity rule for a space-shift keying (SSK) system, where we also make use of a single antenna activation to approximate the transmission channel for the design of the multilevel polar code. Our simulation results show that the multilevel polar coded 16 $times$ 1 SSK system outperforms the corresponding system that uses bit-interleaved polar coded modulation by 2.9 dB at a bit-error rate (BER) of $10^{-4}$.