Species identification using DNA sequences, known as DNA barcoding has been widely used in many applied fields. Current barcoding methods are usually based on a single mitochondrial locus, such as cytochrome c oxidase subunit I (COI). This type of barcoding method does not always work when applied to species separated by short divergence times or that contain introgressed genes from closely related species. Herein we introduce a more effective multi-locus barcoding framework that is based on gene capture and "next-generation" sequencing. We selected 500 independent nuclear markers for ray-finned fishes and designed a three-step pipeline for multilocus DNA barcoding. We applied our method on two exemplar datasets each containing a pair of sister fish species: Siniperca chuatsi vs. Sini. kneri and Sicydium altum vs. Sicy. adelum, where the COI barcoding approach failed. Both of our empirical and simulated results demonstrated that under limited gene flow and enough separation time, we could correctly identify species using multilocus barcoding method. We anticipate that, as the cost of DNA sequencing continues to fall that our multilocus barcoding approach will eclipse existing single-locus DNA barcoding methods as a means to better understand the diversity of the living world.