Several systems can be modeled as sets of interdependent networks where each network contains distinct nodes. Diffusion processes like the spreading of a disease or the propagation of information constitute fundamental phenomena occurring over such coupled networks. In this paper we propose a new concept of multidimensional epidemic threshold characterizing diffusion processes over interdependent networks, allowing different diffusion rates on the different networks and arbitrary degree distributions. We analytically derive and numerically illustrate the conditions for multilayer epidemics, i.e., the appearance of a giant connected component spanning all the networks. Furthermore, we study the evolution of infection density and diffusion dynamics with extensive simulation experiments on synthetic and real networks.