To predict the multi-point vibration response in the frequency domain when the uncorrelated multi-source loads are unknown, a data-driven and multi-input multi-output least squares support vector regression (MIMO LS-SVR)-based method in the frequency domain is proposed. Firstly, the relationship between the measured multi-point vibration response and unmeasured multi-point vibration response is formulated using the transfer function in the frequency domain. Secondly, the data-driven multiple regression analysis problem of multi-point vibration response prediction in the frequency domain is described formally, and its mathematical model is established. With the measured multi-point vibration response as the input and the unmeasured multi-point vibration response as the output, the vibration response history data are assembled as a MIMO training dataset at each frequency. Thirdly, using the MIMO LS-SVR algorithm and MIMO history training dataset, the multi-point vibration response prediction model is built at each frequency point. By comparing the transmissibility matrix method, multiple linear regression model-based method, and MIMO neural network method, the application scope of the proposed method and its advantages are analyzed. The experimental results for acoustic and vibration experiment on a cylindrical shell verified that the MIMO LS-SVR-based method predicts the multi-point vibration response effectively when the loads are unknown, and has higher precision than the transfer function method, multiple linear regression method, MIMO neural network method, and transmissibility matrix method.