Stimulation methods that utilise more than one stimulation frequency have been developed for steady-state visual evoked potential (SSVEP) brain-computer interfaces (BCIs) with the purpose of increasing the number of targets that can be presented simultaneously. However, there is no unified decoding algorithm that can be used without training for each individual users or cases, and applied to a large class of multi-frequency stimulated SSVEP settings. This paper extends the widely used canonical correlation analysis (CCA) decoder to explicitly accommodate multi-frequency SSVEP by exploiting the interactions between the multiple stimulation frequencies. A concept of order, defined as the sum of absolute value of the coefficients in the linear combination of the input frequencies, was introduced to assist the design of Multi-Frequency CCA (MFCCA). The probability distribution of the order in the resulting SSVEP response was then used to improve decoding accuracy. Results show that, compared to the standard CCA formulation, the proposed MFCCA has a 20% improvement in decoding accuracy on average at order 2, while keeping its generality and training-free characteristics.