Sandwich composite beams are widely used in variety fields. A typical sandwich composite beam includes a soft core covered by two stiff face layers. For such beam structures, large stiffness difference between two adjacent layers can result in shear deformations and zigzag displacement phenomenon. In this research, a novel higher-order refined zigzag theory (HRZT) is presented for solving the static bending problems of a sandwich composite beam with a soft core. The HRZT is derived based on the refined zigzag theory (RZT) by adding the higher-order zigzag terms. Unlike RZT, the kinematics assumption of HRZT can obtain a continuous shear stress distribution across the thickness. The governing equations of HRZT are derived by variational principle and the general solutions of which are derived in exact forms. The HRZT, RZT and FEM with commercial software are used to solve the static bending responses of sandwich composite beams with cantilevered and simply-supported boundary conditions. By comparing the FEM results, both the displacements and shear stresses calculated by HRZT are verified with high accuracy. In the present study, it is shown that HRZT is able to preserve the advantages of the RZT on the modelling of the zigzag displacement, but also improves the shear stress distributions that are continuous across the interface between two layers.