The conventional effective index method can only simulate the photonic crystal fibers with single cladding structure. To solve the problem，an improved effective index method is proposed in this paper. It calculates the propagation properties of multi-cladding photonic crystal fibers. The indices and total dispersions of the guided modes of three-cladding photonic crystal fibers are investigated by this method. The results agree closely with those of the multipole method. Improved effective index method not only extends the application of conventional effective index method，but also provides theoretical support for analyzing and designing multi-cladding photonic crystal fibers with different propagation characteristics.