The generation of cold molecules is an important topic in the field of cold atoms and molecules and has received relevant advanced research attention in ultracold chemistry, quantum computation, and quantum metrology. With a high atomic phase space density, optical dipole traps have been widely used to prepare, trap, and study cold molecules. In this work, Rb2 molecules were photoassociated in a magneto-optical trap to obtain a precise rovibrational spectrum, which provided accurate numerical references for the realization of multiple frequency photoassociation. By meeting the harsh requirements of photoassociation in optical dipole traps, the cold molecule photoassociation process was well explored, and different photoassociation resonances were simultaneously addressed in a single optical dipole trap. This method can be universally extended to simultaneously photoassociate cold molecules with different internal states or atomic species in a single optical dipole trap, thus advancing generous cold molecule studies such as cold molecule collision dynamics.