According to the theory of optical compensated zoom, author designed optical compensated step zoom lenses. Compared with traditional step zoom which makes use of extender to change focal length, this kind of step zoom lens has two advantages. Firstly, the zoom ratio may be enlarged. Secondly, the image point movement may be easily eliminated. The principle of optical compensated step zoom lens is explained. Three examples, one step zoom with zoom ratio 2.5×, two steps zoom with 16× and three steps zoom with 8× are given in this paper.