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This paper proposes an HMM training technique using multiple phonetic decision trees and evaluates it in speech recognition. In the use of context dependent models, the decision tree based context clustering is applied to find a parameter tying structure. However, the clustering is usually performed based on statistics of HMM state sequences which are obtained by unreliable models without context clustering. To avoid this problem, we optimize the decision trees and HMM state sequences simultaneously. In the proposed method, this is performed by maximum likelihood (ML) estimation of a newly defined statistical model which includes multiple decision trees as hidden variables. Applying the deterministic annealing expectation maximization (DAEM) algorithm and using multiple decision trees in early stage of model training, state sequences are reliably estimated. In continuous phoneme recognition experiments, the proposed method can improve the recognition performance.