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These consist of smooth functions which satisfy bounds of the following form \\[ |\\partial^{\\alpha}\\varphi(x)|\\leq Ch^{|\\alpha|^{\\sigma}}M^{\\tau,\\sigma}_{|\\alpha|}, \\] where \\(\\tau>0\\) and \\(\\sigma>1\\) are two fixed constants for the class and the sequence that controls the growth of the derivatives is \\(M^{\\tau,\\sigma}_p=p^{\\tau p^{\\sigma}}\\), \\(p\\in\\mathbb{N}\\). When \\(\\tau>1\\) and \\(\\sigma=1\\) they reduce to the classical Gevrey classes. The proof of the main result relies on the precise asymptotic estimates the authors provide for the associated function of the sequence \\(M^{\\tau,\\sigma}_p\\), \\(p\\in\\mathbb{N}\\). At the very end, the authors apply this result in studying the properties of the wave front sets with respect to these extended Gevrey 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