The robustness and security of large language models (LLMs) has become a prominent research area. One notable vulnerability is the ability to bypass LLM safeguards by translating harmful queries into rare or underrepresented languages, a simple yet effective method of "jailbreaking" these models. Despite the growing concern, there has been limited research addressing the safeguarding of LLMs in multilingual scenarios, highlighting an urgent need to enhance multilingual safety. In this work, we investigate the correlation between various attack features across different languages and propose Multilingual Collaborative Defense (MCD), a novel learning method that optimizes a continuous, soft safety prompt automatically to facilitate multilingual safeguarding of LLMs. The MCD approach offers three advantages: First, it effectively improves safeguarding performance across multiple languages. Second, MCD maintains strong generalization capabilities while minimizing false refusal rates. Third, MCD mitigates the language safety misalignment caused by imbalances in LLM training corpora. To evaluate the effectiveness of MCD, we manually construct multilingual versions of commonly used jailbreak benchmarks, such as MaliciousInstruct and AdvBench, to assess various safeguarding methods. Additionally, we introduce these datasets in underrepresented (zero-shot) languages to verify the language transferability of MCD. The results demonstrate that MCD outperforms existing approaches in safeguarding against multilingual jailbreak attempts while also exhibiting strong language transfer capabilities. Our code is available at https://github.com/HLiang-Lee/MCD.