A privacy-preserving authentication model called secret handshake was introduced by Balfanz, Durfee, Shankar, Smetters, Staddon, and Wong. It allows two members of a same group to authenticate themselves secretly to the other whether they belong to a same group or not, in the sense that each party reveals his affiliation to the other only if the other party is also a same group member. The previous works focus on the models where each participant authenticates himself as a member of one group. In this paper, we consider a secret handshake model with multiple groups. In our model, two users authenticate themselves to the other if and only if each one's memberships of multiple groups are equal. We call this model secret handshake with multiple groups. We also construct its concrete scheme. Our scheme can easily deal with the change of memberships. Even if a member is added to a new group, or deleted from the one that he belongs to, it is not necessary to change the memberships for the other groups that he belongs to.