Recent advances in genotyping methodologies have allowed genome-wide association studies (GWAS) to accurately identify genetic variants that associate with common or pathological complex traits. Although most GWAS have focused on associations with single genetic variants, joint identification of multiple genetic variants, and how they interact, is essential for understanding the genetic architecture of complex phenotypic traits. Here, we propose an efficient stepwise method based on the Cochran-Mantel-Haenszel test (for stratified categorical data) to identify causal joint multiple genetic variants in GWAS. This method combines the CMH statistic with a stepwise procedure to detect multiple genetic variants associated with specific categorical traits, using a series of associated I × J contingency tables and a null hypothesis of no phenotype association. Through a new stratification scheme based on the sum of minor allele count criteria, we make the method more feasible for GWAS data having sample sizes of several thousands. We also examine the properties of the proposed stepwise method via simulation studies, and show that the stepwise CMH test performs better than other existing methods (e.g., logistic regression and detection of associations by Markov blanket) for identifying multiple genetic variants. Finally, we apply the proposed approach to two genomic sequencing datasets to detect linked genetic variants associated with bipolar disorder and obesity, respectively.