The n-Lie bialgebras are studied. In Section 2, the n-Lie coalgebra with rank r is defined, and the structure of it is discussed. In Section 3, the n-Lie bialgebra is introduced. A triple (L, µ, ∆) is an n-Lie bialgebra if and only if ∆ is a conformal 1-cocycle on the n-Lie algebra L associated to L-modules (L ⊗n , ρ µ s ), 1 ≤ s ≤ n, and the structure of n-Lie bialgebras is investigated by the structural constants. In Section 4, two-dimensional extension of finite dimensional n-Lie bialgebras are studied. For an m dimensional n-Lie bialgebra (L, µ, ∆), and an ad µ -invariant symmetric bilinear form on L, the m + 2 dimensional (n + 1)-Lie bialgebra is constructed. In the last section, the bialgebra structure on the finite dimensional simple n-Lie algebra A n is discussed. It is proved that only bialgebra structures on the simple n-Lie algebra A n are rank zero, and rank two.