This paper proposes a new modulation scheme of $pi$/4-DQPSK with stepped phase for a frequency selective fading channel. In the proposed modulation scheme, the phase of transmitted signal is shifted in the mid of a symbol duration in order to reduce the effect of multipath delay spread. It reduces the irreducible error of $pi$/4-DQPSK over a frequency selective fading channel. It is shown that $pi$/4-DQPSK with stepped phase achieves smaller average bit error probability than regular $pi$/4- DQPSK by simulation. The former achieves much smaller average bit error probability than the latter for small TEX>${ au}/T_{s}$</TEX>.