In recent years, deep neural networks have demonstrated outstanding performance in many machine learning tasks. However, researchers have discovered that these state-of-the-art models are vulnerable to adversarial examples: legitimate examples added by small perturbations which are unnoticeable to human eyes. Adversarial training, which augments the training data with adversarial examples during the training process, is a well known defense to improve the robustness of the model against adversarial attacks. However, this robustness is only effective to the same attack method used for adversarial training. Madry et al.(2017) suggest that effectiveness of iterative multi-step adversarial attacks and particularly that projected gradient descent (PGD) may be considered the universal first order adversary and applying the adversarial training with PGD implies resistance against many other first order attacks. However, the computational cost of the adversarial training with PGD and other multi-step adversarial examples is much higher than that of the adversarial training with other simpler attack techniques. In this paper, we show how strong adversarial examples can be generated only at a cost similar to that of two runs of the fast gradient sign method (FGSM), allowing defense against adversarial attacks with a robustness level comparable to that of the adversarial training with multi-step adversarial examples. We empirically demonstrate the effectiveness of the proposed two-step defense approach against different attack methods and its improvements over existing defense strategies.