We address the problem of constructing of coding schemes for the channels with high-order modulations. It is known, that non-binary LDPC codes are especially good for such channels and significantly outperform their binary counterparts. Unfortunately, their decoding complexity is still large. In order to reduce the decoding complexity we consider multilevel coding schemes based on non-binary LDPC codes (NB-LDPC-MLC schemes) over smaller fields. The use of such schemes gives us a reasonable gain in complexity. At the same time the performance of NB-LDPC-MLC schemes is practically the same as the performance of LDPC codes over the field matching the modulation order. In particular by means of simulations we showed that the performance of NB-LDPC-MLC schemes over GF(16) is the same as the performance of non-binary LDPC codes over GF(64) and GF(256) in AWGN channel with QAM64 and QAM256 accordingly. We also perform a comparison with binary LDPC codes.