The dynamic characteristics and effectiveness of multiple mass dampers (MMDs), a collection of several mass dampers with distributed natural frequencies, under random loading are investigated in this paper. The MMD attached in a parallel configuration modifies the transfer function of the damper-building system by flattening the peaks observed in a typical single tuned mass damper-building transfer function. The MMD parameters considered here include the frequency range of MMDs, damping ratio of individual dampers, and the number of dampers. Uniform and variable frequency increments in a specified frequency range and mass variation alone, and in combination, are considered. The secondary inertial effect can be represented by conventional mass dampers or liquid sloshing or oscillating liquid column dampers. A parameter study is conducted to delineate the influence of several parameters on the effectiveness and robustness of MMDs in comparison with a single tuned mass damper (TMD). The random loads considered here include wind and seismic excitations. It is demonstrated that the MMD configuration is more effective in controlling the motion of the primary system. It offers the advantages of portability and ease of installation (because of the reduced size of an individual damper), which makes it attractive not only for new installation, but also for temporary use during construction or for retrofitting existing structures.