It has previously observed that superconducting magnets have been conventionally excited by a unified current which limited by the largest perpendicular magnetic field usually on the top of magnet due to anisotropic properties . In this case, the current carrying capacity of these pancake windings except that on the ends of the magnet can’t get fully used .This paper provides a new method to improve the energy storage density by applying step-currents on pancake windings according to the different perpendicular magnetic field on the different position. A iteration method is proposed to obtain the critical step-currents. The paper establishes the finite element models of double solenoid magnet and toroidal magnet. The two kinds magnets with step-current are analyzed and the variation trend of the perpendicular magnetic field, central magnetic field, critical currents, storage and mechanical stress are given to verify its feasibility.