Existing large language model (LLM) evaluation benchmarks primarily focus on English, while current multilingual tasks lack parallel questions that specifically assess cross-linguistic reasoning abilities. This dual limitation makes it challenging to comprehensively assess LLMs' performance in the multilingual setting. To fill this gap, we introduce MMLU-ProX, a comprehensive benchmark covering 29 languages, built on an English benchmark. Each language version consists of 11,829 identical questions, enabling direct cross-linguistic comparisons. Additionally, to meet efficient evaluation needs, we provide a lite version containing 658 questions per language. To ensure the high quality of MMLU-ProX, we employ a rigorous development process that involves multiple powerful LLMs for translation, followed by expert review to ensure accurate expression, consistent terminology, and cultural relevance. Building on this, we systematically evaluate 36 state-of-the-art LLMs, including reasoning-enhanced and multilingual-optimized LLMs. The results reveal significant disparities in the multilingual capabilities of LLMs: While they perform well in high-resource languages, their performance declines markedly in low-resource languages, with gaps of up to 24.3%. Through MMLU-ProX, we aim to advance the development of more inclusive AI systems and promote equitable access to technology across global contexts.