Causal discovery from observational data is pivotal for deciphering complex relationships. Causal Structure Learning (CSL), which focuses on deriving causal Directed Acyclic Graphs (DAGs) from data, faces challenges due to vast DAG spaces and data sparsity. The integration of Large Language Models (LLMs), recognized for their causal reasoning capabilities, offers a promising direction to enhance CSL by infusing it with knowledge-based causal inferences. However, existing approaches utilizing LLMs for CSL have encountered issues, including unreliable constraints from imperfect LLM inferences and the computational intensity of full pairwise variable analyses. In response, we introduce the Iterative LLM Supervised CSL (ILS-CSL) framework. ILS-CSL innovatively integrates LLM-based causal inference with CSL in an iterative process, refining the causal DAG using feedback from LLMs. This method not only utilizes LLM resources more efficiently but also generates more robust and high-quality structural constraints compared to previous methodologies. Our comprehensive evaluation across eight real-world datasets demonstrates ILS-CSL's superior performance, setting a new standard in CSL efficacy and showcasing its potential to significantly advance the field of causal discovery. The codes are available at \url{https://github.com/tyMadara/ILS-CSL}.
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