As a great challenge in bioinformatics, enzyme function prediction is a significant step toward designing novel enzymes and diagnosing enzyme-related diseases. Existing studies mainly focus on the mono-functional enzyme function prediction. However, the number of multi-functional enzymes is growing rapidly, which requires novel computational methods to be developed. In this paper, following our previous work, DEEPre, which uses deep learning to annotate mono-functional enzyme's function, we propose a novel method, mlDEEPre, which is designed specifically for predicting the functionalities of multi-functional enzymes. By adopting a novel loss function, associated with the relationship between different labels, and a self-adapted label assigning threshold, mlDEEPre can accurately and efficiently perform multi-functional enzyme prediction. Extensive experiments also show that mlDEEPre can outperform the other methods in predicting whether an enzyme is a mono-functional or a multi-functional enzyme (mono-functional vs. multi-functional), as well as the main class prediction across different criteria. Furthermore, due to the flexibility of mlDEEPre and DEEPre, mlDEEPre can be incorporated into DEEPre seamlessly, which enables the updated DEEPre to handle both mono-functional and multi-functional predictions without human intervention.