We present a new family of diffractive lenses, composite Thue-Morse zone plates (CTMZPs), formed by multiple orders of Thue-Morse zone plates (TMZPs). The typical structure of a CTMZP is a composite of two concentric TMZPs. The focusing properties of the CTMZPs with different parameters have been investigated both theoretically and experimentally. Compared with the TMZPs, the CTMZPs have higher performance in axial intensity and imaging resolution. The CTMZP beams are also found to possess the self-reconstruction property, and would be useful for three-dimensional optical tweezers, laser machining, and optical imaging.