We construct a novel multi-step iterative method for solving systems of nonlinear equations by introducing a parameter θ to generalize the multi-step Newton method while keeping its order of convergence and computational cost. By an appropriate selection of θ, the new method can both have faster convergence and have larger radius of convergence. The new iterative method only requires one Jacobian inversion per iteration, and, therefore, can be efficiently implemented using Krylov subspace methods. The new method can be used to solve nonlinear systems of partial differential equations, such as complex generalized Zakharov systems of partial differential equations, by transforming them into systems of nonlinear equations by discretizing approaches in both spacial and temporal dimensions such as, for instance, the Chebyshev pseudospectral discretizing method. Quite extensive tests show that the new method can have significantly faster convergence and significantly larger radii of convergence than the multi-step Newton method.Keywords: Multi-step iterative methods; Multi-step Newton method; systems of nonlinear equations; partial differential equations; discretization methods for partial differential equations.