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Superfluidity and superconductivity are macroscopic manifestations of quantum mechanics, which have fascinated scientists since their discoveries roughly a century ago. Ever since the initial theories of such quantum fluids were formulated, there has been speculation as to the possibility of multi-component quantum order. A particularly simple multi-component condensate is built from particles occupying different quantum states, or bands, prior to condensation. The particles in one or both bands may undergo condensation, as seen for certain solids and anticipated for certain cold atom systems. For bulk solids, the different bands always order simultaneously, with conventional pairing characterized by complex order parameters describing the condensates in each band. Another type of condensate, notably occurring at room temperature, has been identified for magnons, the magnetic analogue of lattice vibrations, injected by microwaves into yttrium iron garnet. Here we show that magnon quantization for thin samples results in a new multi-band magnon condensate. We establish a phase diagram, as a function of microwave drive power and frequency relative to the magnon bands, revealing both single and multi-band condensation. The most stable multi-band condensate is found in a narrow regime favoured on account of a resonance in the scattering between two bands. Our discovery introduces a flexible non-equilibrium platform operating at room temperature for a well-characterised material, exploiting a Feshbach-like resonance, for examining multi-band phenomena. It points to qualitatively new ways to engineer and control condensates and superconducting states in multiband systems and potential devices containing multiple interacting condensates.