A stamping process is widely used for fabricating various sheet metal parts for vehicles, airplanes, and electronic devices by the merit of low processing cost and high productivity. Recently, the use of thin sheets with a corrugated structure for sheet metal parts has rapidly increased for use in energy management devices, such as heat exchangers, separators in fuel cells, and many others. However, it is not easy to make thin corrugated structures directly using a single-step stamping process due to their geometrical complexity and very thin thickness. To solve this problem, a multi-step stamping (MSS) process that includes a heat treatment process to improve formability is proposed in this work: the sequential process is the initial stamping, heat treatment, and final shaping. By the proposed method, we achieved successful results in fabricating thin corrugated structures with an average thickness of $75{mu}m$ and increased formability of about 31% compared to the single-step stamping process. Such structures can be used in a plate-type heat exchanger requiring low weight and a compact shape.