The step-by-step modeling method considering nonlinear effects is an effective method for analyzing the mechanical behavior of steel structures during construction. However, two problems have limited the widespread application of the traditional step-by-step modeling method: the positioning of newly assembled members and the transformation of the stiffness matrix and the nodal load and displacement vectors between different stages of construction. In this article, a new concept of ''two moments of a construction stage'' (the initial and final moments of each construction stage) is proposed to improve the step-by-step modeling method. Based on this concept, an improved step-by-step modeling method, which considers the modified design configuration positioning principle for newly assembled members and provides a method for modifying the structural stiffness matrix at the initial moment of any construction stage, is proposed. A calculation program block based on the proposed method is compiled to analyze the mechanical behavior of a plane frame and a plane shallow arch during construction. The mechanical behavior of an engineering application, the connective corridor of Shanghai International Financial Centre, is also analyzed using the proposed method, and the calculated results are compared with the monitoring results. The numerical results show that the modified design configuration positioning principle is applicable for the positioning of newly assembled members and that the modification method for the structural stiffness matrix and the nodal load and displacement vectors at the initial moment of a construction stage efficiently solves the problem of their transformation between different stages of construction. The improved step-by-step modeling method proposed in this article is more valid and accurate than other methods for analyzing the mechanical behavior of steel structures during construction.