Exhaustive testing of all possible SNP pairs in a genome-wide association study (GWAS) generally yields low power to detect gene-gene (G × G) interactions because of small effect sizes and stringent requirements for multiple-testing correction. We introduce a new two-step procedure for testing G × G interactions in case-control GWAS to detect interacting single nucleotide polymorphisms (SNPs) regardless of their marginal effects. In an initial screening step, all SNP pairs are tested for gene-gene association in the combined sample of cases and controls. In the second step, the pairs that pass the screening are followed up with a traditional test for G × G interaction. We show that the two-step method is substantially more powerful to detect G × G interactions than the exhaustive testing approach. For example, with 2,000 cases and 2,000 controls, the two-step method can have more than 90% power to detect an interaction odds ratio of 2.0 compared to less than 50% power for the exhaustive testing approach. Moreover, we show that a hybrid two-step approach that combines our newly proposed two-step test and the two-step test that screens for marginal effects retains the best power properties of both. The two-step procedures we introduce have the potential to uncover genetic signals that have not been previously identified in an initial single-SNP GWAS. We demonstrate the computational feasibility of the two-step G × G procedure by performing a G × G scan in the asthma GWAS of the University of Southern California Children's Health Study.