Active objects offer a paradigm which simplifies writing distributed applications. Since each active object has a single thread of control, data races are prevented. However, this programming model has its limitations: it is deadlock-prone, and it is not efficient on multicore machines. To overcome these limitations, we present an extension of the active object model, called multi-active objects, that allows each activity to be multi-threaded. The new model is implemented as a Java library; it relies on method annotations to decide which requests can be run in parallel. It provides implicit parallelism, sparing the programmer from low-level concurrency mechanisms. We define the operational semantics of the multi-active objects and study the basic properties of this model. Finally, we show with two applications that our approach is easy to program and efficient.