Focusing light through scattering media is essential for high-resolution optical imaging and deep penetration. Here, a two-step focusing method based on neural networks (NNs) and multi-pixel coding is proposed to achieve high-quality focusing with theoretical maximum enhancement. In the first step, a single-layer neural network (SLNN) is used to obtain the initial mask, which can be used to focus with a moderate enhancement. In the second step, we use multi-pixel coding to encode the initial mask. The coded masks and their corresponding speckle patterns are used to train another SLNN to get the final mask and achieve high-quality focusing. In this experiment, for a mask of 16 × 16 modulation units, in the case of using 8 pixels in a modulation unit, focus with the enhancement of 40.3 (only 0.44 less than the theoretical value) has been achieved with 3000 pictures (1000 pictures in the first step and 2000 pictures in the second step). Compared with the case of employing only the initial mask and the direct multi-pixel encoded mask, the enhancement is increased by 220% and 24%. The proposed method provides a new idea for improving the focusing effect through the scattering media using NNs.