Multi-dimensional uncertain differential equation is a system of uncertain differential equations. The emphases of this chapter are on multi-dimensional Liu process, multi-dimensional uncertain calculus, and multi-dimensional uncertain differential equation. For simplicity, we employ the infinite norm in this chapter and write $$|{\varvec{x}}|=\bigvee _{i=1}^n|x_i|,\quad |A|=\bigvee _{i=1}^m\sum _{j=1}^n |a_{ij}|$$ for an n-dimensional vector $${\varvec{x}}=(x_1,x_2,\ldots ,x_n)^T$$ and an $$m\times n$$ matrix $$A=[a_{ij}],$$ respectively.