Let $W$ be a group endowed with a finite set $S$ of generators. A representation $(V,ρ)$ of $W$ is called a reflection representation of $(W,S)$ if $ρ(s)$ is a (generalized) reflection on $V$ for each generator $s \in S$. In this paper, we prove that for any irreducible reflection representation $V$, all the exterior powers $\bigwedge ^d V$, $d = 0, 1, \dots, \dim V$, are irreducible $W$-modules, and they are non-isomorphic to each other. This extends a theorem of R. Steinberg which is stated for Euclidean reflection groups. Moreover, we prove that the exterior powers (except for the 0th and the highest power) of two non-isomorphic reflection representations always give non-isomorphic $W$-modules. This allows us to construct numerous pairwise non-isomorphic irreducible representations for such groups, especially for Coxeter groups.