Researchers have been endeavoring to discover concise sets of episode rules instead of complete sets in sequences. Existing approaches, however, are not able to process complex sequences and can not guarantee the accuracy of resulting sets due to the violation of anti-monotonicity of the frequency metric. In some real applications, episode rules need to be extracted from complex sequences in which multiple items may appear in a time slot. This paper investigates the discovery of concise episode rules in complex sequences. We define a concise representation called non-derivable episode rules and formularize the mining problem. Adopting a novel anti-monotonic frequency metric, we then develop a fast approach to discover non-derivable episode rules in complex sequences. Experimental results demonstrate that the utility of the proposed approach substantially reduces the number of rules and achieves fast processing.