Upon　a　set　of　backward　orthogonal　polynomials,　we　propose　a　novel　multi-step　numerical　scheme　for　solving　the　decoupled　forward-backward　stochastic　differential　equations　(FBSDEs).　Under　Lipschtiz　conditions　on　the　coefficients　of　the　FBSDEs,　we　first　get　a　general　error　estimate　result　which　implies　zero-stability　of　the　proposed　scheme,　and　then　we　further　prove　that　the　convergence　rate　of　the　scheme　can　be　of　high　order　for　Markovian　FBSDEs.　Some　numerical　experiments　are　presented　to　demonstrate　the　accuracy　of　the　proposed　multi-step　scheme　and　to　numerically　verify　the　theoretical　results.