LetTσbe the multilinear Fourier multiplier operator associated with multiplierσsatisfying the Sobolev regularity thatsupl∈ZσlWs1,…,sm(Rmn)<∞for somesk∈(n/2,n] (k=1,…,m). The authors prove that ifb1,…,bm∈BMO(Rn)andw⃗∈∏k=1mApk/tk(tk=n/sk), then the commutatorTσ,Σbis bounded fromLp1(Rn,w1)×⋯×Lpm(Rn,wm)toLp(Rn,νw⃗). Moreover, the authors also prove that ifb1,…,bm∈VMO(Rn)andw⃗∈∏k=1mApk/tk(tk=n/sk), then the commutatorTσ,Σbis compact operator fromLp1(Rn,w1)×⋯×Lpm(Rn,wm)toLp(Rn,νw⃗).