This Tuned Mass Damper (TMD) is used to improve the structural safety and occupants comfort under wind and earthquake excitation. Pendulum Tuned mass Damper (PTMD), which consists of a moving mass (mt) attached to the main structure using pendulum producing stiffness (k) and viscous dampers (c), is a well-known device used frequently to minimize vibration in the structure. This paper proposes a new model of passive control device, multiple connected pendulum tuned mass damper (MCPTMD), to mitigate the response of structures under various dynamic loads. The MCPTMD consists of multiple pendulum tuned mass dampers connected together in series, which distribute the total mass to separated masses. A numerical model for linear analysis of single degree of freedom system with MCPTMD is derived and verified. The response of the proposed system to sinusoidal loads, which can simulate wind effect, is investigated through the effect of several parameters such as the pendulum length, the excitation frequency ratio, damping, and mass ratio. The response of the structure to earthquakes is also investigated. The result demonstrated that, MCPTMDs has reduced the response of structure to dynamic loads similar to single PTMD with additional merits. The reduction of the total pendulum length, which overcomes the required huge length in case of flexible structures, the existence of more than optimum pendulum length, dividing the mass into smaller pieces, and the interaction to more modes of vibration, are the most important among such merits.