A multiconfigurational self-consistent field method based on the concept of generalized active space (GAS) is presented. GAS wave functions are obtained by defining an arbitrary number of active spaces with arbitrary occupation constraints. By a suitable choice of the GAS spaces, numerous ineffective configurations present in a large complete active space (CAS) can be removed, while keeping the important ones in the CI space. As a consequence, the GAS self-consistent field approach retains the accuracy of the CAS self-consistent field (CASSCF) ansatz and, at the same time, can deal with larger active spaces, which would be unaffordable at the CASSCF level. Test calculations on the Gd atom, Gd2 molecule, and oxoMn(salen) complex are presented. They show that GAS wave functions achieve the same accuracy as CAS wave functions on systems that would be prohibitive at the CAS level.