Let W be a group endowed with a finite set S of generators. A representation
$(V,\rho )$ of W is called a reflection representation of
$(W,S)$ if
$\rho (s)$ is a (generalized) reflection on V for each generator
$s \in S$. In this article, we prove that for any irreducible reflection representation V, all the exterior powers
$\bigwedge ^d V$,
$d = 0, 1, \dots , \dim V$, are irreducible W-modules, and they are non-isomorphic to each other. This extends a theorem of R. Steinberg which is stated for Euclidean reflection groups. Moreover, we prove that the exterior powers (except for the 0th and the highest power) of two non-isomorphic reflection representations always give non-isomorphic W-modules. This allows us to construct numerous pairwise non-isomorphic irreducible representations for such groups, especially for Coxeter groups.