Online social networks provide a convenient platform for the spread of rumors, which could lead to serious aftermaths such as economic losses and public panic. The classical rumor blocking problem aims to launch a set of nodes as a positive cascade to compete with misinformation in order to limit the spread of rumors. However, most of the related researches were based on one-dimensional diffusion model. In reality, there are more than one feature associated with an object. The user's impression on this object is determined not just by one feature but by his/her overall evaluation on all of these features. Thus, the influence spread of this object can be decomposed into the spread of multiple features. Based on that, we propose a Multi-Feature diffusion model (MF-model) in this paper, and a novel problem, Multi-Feature Rumor Blocking (MFRB), is formulated on a multi-layer network structure according to this model. To solve MFRB, we design a creative sampling method, called Multi-Sampling, which can be applied to a multi-layer network structure. Inspired by martingale analysis, the Revised-IMM algorithm is proposed, and returns a satisfactory approximate solution to MFRB. Finally, we evaluate our proposed algorithm by conducting experiments on real datasets, and show the effectiveness and accuracy of the Revised-IMM algorithm and significantly outperforms other baseline algorithms.