Sequences with low auto-correlation property have been applied in code-division multiple access communication systems, radar and cryptography. Using the inverse Gray mapping, a quaternary sequence of even length $N$ can be obtained from two binary sequences of the same length, which are called component sequences. In this paper, using interleaving method, we present several classes of component sequences from twin-prime sequences pairs or GMW sequences pairs given by Tang and Ding in 2010; two, three or four binary sequences defined by cyclotomic classes of order $4$. Hence we can obtain new classes of quaternary sequences, which are different from known ones, since known component sequences are constructed from a pair of binary sequences with optimal auto-correlation or Sidel'nikov sequences.