With shock capturing capability and spectral like resolution, weighted compact schemes are good choices for supersonic turbulent flow simulation. However, because of the implicit nature of compact schemes, accuracy decrease at one point would contaminate the overall solution. The recently proposed compact-reconstructed WENO (CRWENO) scheme (Ghosh and Baeder, 2012) is an efficient weighted compact scheme. Analysis shows that the accuracy of the CRWENO scheme is only second order for points near discontinuities. In this paper, a multi-step strategy is proposed to increase the accuracy of the CRWENO scheme near discontinuities. Instead of constructing the fifth order compact scheme directly from three third order compact schemes, two fourth order compact schemes are first constructed. The final fifth order scheme is then obtained by these two fourth order schemes. In this way, the accuracy of the CRWENO scheme is increased to third order for points near discontinuities. The dissipation and dispersion properties of the new scheme are analyzed by employing the modified wave number method. Several examples, including linear advection cases, three one-dimensional shock tube problems, two-dimensional isentropic vortex convection, double Mach reflection, and shock/mixing layer interaction problems, are considered to assess the present method. Numerical results show that the present multi-step CRWENO scheme has lower dissipation and higher resolution in both smooth and discontinuous regions compared with the original scheme. (C) 2015 Elsevier Ltd. All rights reserved.