We develop the three-step explicit and implicit schemes of exponential fitting methods. We use the threestep explicit exponential fitting scheme to predict an approximation, then use the three-step implicit exponential fitting scheme to correct this prediction. This combination is called the three-step predictor-corrector of exponential fitting method. The three-step predictor-corrector of exponential fitting method is applied to numerically compute the coupled nonlinear Schr(o)dinger equation and the nonlinear Schr(o)dinger equation with varying coefficients. The numerical results show that the scheme is highly accurate.