In this article, we present a modified version of the Firefly Algorithm implemented in a multi-threaded model to improve the results obtained by the original algorithm significantly. This multi-threaded algorithm allows the threads to obtain different results by the independent execution of the heuristic method in each of them, although for keeping all the threads with significant executions, the algorithm performs some crossover techniques, explained in detail in this article, for the threads to learn between them while maintaining its independence. For testing the new algorithm, we use the six benchmark functions used in the literature for testing the original Firefly Algorithm, and to prove that the improved results are significant, we perform the Wilcoxon test to the results obtained. The results obtained with this new heuristic proved to be significantly better while taking advantage of today's commercial processors.