It is well known that the Gauss-Bonnet invariant is nontrivial in extra dimensional models. In this paper, we study the properties of thick branes generated by a bulk scalar field in the five-dimensional Einstein-Gauss-Bonnet Gravity. With the help of the superpotential method, we obtain a series of multi-kink brane solutions. We also analyze the linear stability of the brane system under tensor perturbations and prove that they are stable. The massless graviton is shown to be localized near the brane and hence the four-dimensional Newtonian potential can be recovered. By comparing the properties of these thick branes under different coupling parameters, we discuss the effect of the Gauss-Bonnet invariant on the thick branes.