Co/Ni multilayers with Pt underlayers have been prepared by magnetron sputtering technique, and their perpendicular magnetic anisotropy (PMA) was studied by the anomalous Hall effect (AHE). The PMA of the samples can be studied by the intensity of Hall signal (RHall), remanence ratio (Mr/Ms), coercivity (HC) and the squarefless of the samples in the Hall hysteresis loops. A clear PMA is observed in the as-deposited amorphous Co/Ni multilayers. The PMA of Co/Ni multilayers is strongly dependent on the thicknesses of Pt, Co, and Ni, and the number of Co/Ni bilayers. After testing, the thicknesses of Pt, Co, and Ni, and the periodic number (n) of Co/Ni bilayers are determined to be 2 nm, 0.2 nm, 0.4 nm and 1 respectively. The optimum Co/Ni multilayer with excellent performance of PMA has a structureflexpressed as Pt(2)/Co(0.2)/Ni(0.4)/Co(0.2)/Pt(2). The hysteresis loop of the sample with the field applied in plane is tested, showing the characteristics of hard axis typically. PMA can be measured by the anisotropy constant Keff which is determined by the competition of the interface anisotropy to the volume anisotropy. If the interface anisotropy is dominant, the sample will have PMA. The anisotropy constant Keff of Pt(2)/Co(0.2)/Ni(0.4)/Co(0.2)/Pt(2) is 3.6×105 J/m3, illustrating that it has an excellent PMA, and the interface anisotropy of Co/Ni is the main factor that makes Keff a larger value. Since the thickness of magnetic layer in the optimum sample is only 0.8 nm and the total thickness of it less than 5 nm, the integration of the device can be studied further. Furthermore, the coercivity of an optimum Co/Ni multilayered sample is relatively small and can be increased by inserting an oxidation layer or by other ways.