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This paper studies multi-solitons of non-integrable generalized Davey-Stewartson system in the elliptic-elliptic case. By extending the method for constructing multi-solitons of non-integrable nonlinear SchrSdinger equations and systems developed by Martel et al. to the present non-integrable generalized Davey- Stewartson system and overcoming some new difficulties caused by the nonlocal operator B, we prove the existence of multi-solitons for this system. Furthermore, we also give a generalization of this result to a more general class of equations with nonlocal nonlinearities.