A novel construction of complementary sequences with multi-width zero cross-correlation zone (ZCCZ) is presented based on the interleaving iteration of a basic kernel set. The presented multi-width ZCCZ complementary (MWZC) sequences can be divided into multiple sequence groups, the correlation functions of which possess one-width intragroup ZCCZ and multi-width intergroup ZCCZ. When an arbitrary orthogonal sequence set with set size equal to sequence length is used as a basic kernel set, the constructed MWZC sequence set and the combination sets of specific subsets with each subset including several groups can be optimal with respect to the theoretical bound on set size. In addition, the MWZC sequence set includes complementary sequence sets with one-width or two-width ZCCZ as special subsets, and allows a more flexible choice of sequence parameters.