Multi-nucleotide variants (MNVs) are defined as clusters of two or more nearby variants existing on the same haplotype in an individual. Recent studies have identified millions of MNVs in human populations, but their functions remain largely unknown. Numerous studies have demonstrated that single-nucleotide variants could serve as quantitative trait loci (QTLs) by affecting molecular phenotypes. Therefore, we propose that MNVs can also affect molecular phenotypes by influencing regulatory elements. Using the genotype data from The Cancer Genome Atlas (TCGA), we first identified 223 759 unique MNVs in 33 cancer types. Then, to decipher the functions of these MNVs, we investigated the associations between MNVs and six molecular phenotypes, including coding gene expression, miRNA expression, lncRNA expression, alternative splicing, DNA methylation and alternative polyadenylation. As a result, we identified 1 397 821 -MNVQTLs and 402 381 -MNVQTLs. We further performed survival analysis and identified 46 173 MNVQTLs associated with patient overall survival. We also linked the MNVQTLs to genome-wide association studies (GWAS) data and identified 119 762 MNVQTLs that overlap with existing GWAS loci. Finally, we developed Pancan-MNVQTLdb (http://gong_lab.hzau.edu.cn/mnvQTLdb/) for data retrieval and download. Pancan-MNVQTLdb will help decipher the functions of MNVs in different cancer types and be an important resource for genetic and cancer research.