In　this　paper,　a　multi-order　spectra　estimation　method　is　proposed　for　a　nonlinear　closed-loop　system　based　on　the　Volterra　series.　Owing　to　the　correlation　between　the　noise　and　the　input,　the　estimation　accuracy　is　poor　when　the　nonlinear　spectra　of　the　plant　is　obtained　using　the　traditional　estimation　method.　In　order　to　overcome　this　problem,　a　two-step　scheme　is　used　to　estimate　the　multi-order　spectrum　of　a　nonlinear　system　operating　in　closed-loop.　Firstly,　the　generalized　frequency　response　functions　(GFRFs)　from　the　reference　signal　to　the　input　of　the　plant　are　estimated,　and　they　are　used　to　simulate　the　noise-free　input　spectra　of　the　plant.　Secondly,　the　GFRFs　of　the　controlled　plant　are　estimated　using　the　noise-free　input　spectra　and　the　output　spectra.　Because　the　GFRFs　are　multidimensional　functions,　the　required　amount　of　calculation　for　the　estimation　is　very　large.　To　reduce　computational　complexity,　a　simplified　GFRF　model　is　adopted　to　estimate　the　multi-order　nonlinear　spectrum　of　the　plant.　In　this　model,　the　GFRF　is　transformed　to　a　one-dimensional　function.　Two　simulation　experiments　are　provided　to　illustrate　the　proposed　approach.