A new spin crossover (SCO) coordination polymer, {[Fe(II)(4-methylpyridine)(2)][Au(I)(CN)(2)](2)}(n) () has been synthesized. The complex () has been observed to have a thermal induced three-step SCO transition, which is unprecedented behavior as compared with existing SCO complexes. In the complex, about 18%, 41% and 41% high spin states are changed to low spin states in the first-step, second-step and third-step, respectively.