In this paper, we introduce a parallel continuous simulated tempering (PCST) method for enhanced sampling in studying large complex systems. It mainly inherits the continuous simulated tempering (CST) method in our previous studies [C. Zhang and J. Ma, J. Chem. Phys. 130, 194112 (2009); 132, 244101 (2010)], while adopts the spirit of parallel tempering (PT), or replica exchange method, by employing multiple copies with different temperature distributions. Differing from conventional PT methods, despite the large stride of total temperature range, the PCST method requires very few copies of simulations, typically 2-3 copies, yet it is still capable of maintaining a high rate of exchange between neighboring copies. Furthermore, in PCST method, the size of the system does not dramatically affect the number of copy needed because the exchange rate is independent of total potential energy, thus providing an enormous advantage over conventional PT methods in studying very large systems. The sampling efficiency of PCST was tested in two-dimensional Ising model, LennardJones liquid and all-atom folding simulation of a small globular protein trp-cage in explicit solvent. The results demonstrate that the PCST method significantly improves sampling efficiency compared with other methods and it is particularly effective in simulating systems with long relaxation time or correlation time. We expect the PCST method to be a good alternative to parallel tempering methods in simulating large systems such as phase transition and dynamics of macromolecules in explicit solvent.