The advent of Multimodal Large Language Models (MLLMs) has expanded AI capabilities to visual modalities, yet existing evaluation benchmarks remain limited to single-video understanding, overlooking the critical need for multi-video understanding in real-world scenarios (e.g., sports analytics and autonomous driving). To address this significant gap, we introduce MVU-Eval, the first comprehensive benchmark for evaluating Multi-Video Understanding for MLLMs. Specifically, our MVU-Eval mainly assesses eight core competencies through 1,824 meticulously curated question-answer pairs spanning 4,959 videos from diverse domains, addressing both fundamental perception tasks and high-order reasoning tasks. These capabilities are rigorously aligned with real-world applications such as multi-sensor synthesis in autonomous systems and cross-angle sports analytics. Through extensive evaluation of state-of-the-art open-source and closed-source models, we reveal significant performance discrepancies and limitations in current MLLMs' ability to perform understanding across multiple videos. The benchmark will be made publicly available to foster future research.