In this paper, we give a construction of optimal sets of N-ary perfect sequences of period N, where N a positive odd integer. For this, we first re-define generators, perfect generators, and optimal generators which were originally defined for odd prime lengths by Park, Song, Kim, and Golomb in 2016. Based on this, we propose a construction of optimal generators of odd lengths by using optimal generators of odd prime lengths. From an optimal generators of lengths N, we can construct many optimal set of N-ary perfect polyphase sequence of period N2.