A multi-state trajectory approach is proposed to describe nuclear-electron coupled dynamics in nonadiabatic simulations. In this approach, each electronic state is associated with an individual trajectory, among which electronic transition occurs. The set of these individual trajectories constitutes a multi-state trajectory, and nuclear dynamics is described by one of these individual trajectories as the system is on the corresponding state. The total nuclear-electron coupled dynamics is obtained from the ensemble average of the multi-state trajectories. A variety of benchmark systems such as the spin-boson system have been tested and the results generated using the quasi-classical version of the method show reasonably good agreement with the exact quantum calculations. Featured in a clear multi-state picture, high efficiency, and excellent numerical stability, the proposed method may have advantages in being implemented to realistic complex molecular systems, and it could be straightforwardly applied to general nonadiabatic dynamics involving multiple states.