Multiple disease resistance (MDR) aims for cultivars that are resistant to more than one disease which is an important prerequisite for the registration of commercial cultivars. We analyzed a European winter wheat diversity panel of 158 old and new cultivars for four diseases by natural (powdery mildew) and artificial inoculation (yellow rust, stem rust, Fusarium head blight) observed on the same plot in a multilocation trial. Genotypic analyses were based on 21,543 genotype-by-sequencing markers. By association mapping, eight to 18 quantitative-trait loci (QTL) were detected for individual disease resistances, explaining in total 67–90% of the total genotypic variation. For MDR, nine QTL could be found explaining 62% of the total genotypic variation. Only three of them were also found as QTL for a single disease resistance illustrating that mapping of MDR-associated QTL can be regarded as a complementary approach. The high prediction ability obtained for MDR (> 0.9) implies that genomic prediction could be used in future, thereby eliminating the necessity to separately screen large numbers of lines in breeding programs for several diseases.