The CoFeB/Ni multilayers with Pt underlayer are prepared by magnetron sputtering technique and the perpendicular magnetic anisotropy (PMA) of each of the samples is studied by anomalous Hall effect (AHE) method. The PMA of CoFeB/Ni multilayer is dependent on the thickness of Pt, Co, CoFeB and the number of CoFeB/Ni bilayers strongly. It is found that the sample structured as Pt(4)/[CoFeB(tCoFeB)/Ni(0.3)]2/Pt(1.0) has a good PMA when the CoFeB thickness is 0.4 nm for the interface anisotropy dominated in the multilayer. So the CoFeB thickness is fixed at 0.4 nm. The effect of Ni thickness on multilayer PMA is also studied. The PMA of the sample is kept relatively well and the Hall resistance (RHall) decreases as the Ni thickness increases. Meanwhile the coercivity (HC) fluctuates in a small range. When the Ni thickness is 0.3 nm, the remanence squareness of the sample is very good and the Hall effect is strongest. The influence of period number n on the sample PMA is significant for it changes the interface of the sample. When n is 3, the sample has a very good remanence squareness, for the interface effect is obvious and the magnetization reversal process is consistent. The Pt underlayer shows a great effect on the PMA performance of the sample, for it can change the (111) texture of the multilayer. The results show that when the Pt thickness is 4 nm, the remanence squareness is good and the sample has a suitable HC. So the optimum CoFeB/Ni multilayer with an excellent performance of PMA is structured as Pt(4)/[CoFeB(0.4)/Ni(0.3)]3/Pt(1.0). Its anisotropy constant Keff is 2.2106 erg/cm3 (1 erg/cm3=10-1 J/m3) which indicates that the sample has an excellent PMA and its interface anisotropy is the main reason for making the Keff have a larger value. The magnetic layer thickness of the optimum sample is 2.1 nm and the total thickness of it is less than 8 nm. The integration with device can be studied further. Furthermore, HC of the CoFeB/Ni multilayer is relatively small and can be increased by inserting the oxidation layer or other ways.