Let m ≥ 1, in this paper, our object of investigation is the regularity and and continuity properties of the following multilinear strong maximal operatorwhere x ∈ R d and R denotes the family of all rectangles in R d with sides parallel to the axes. When m = 1, denote MR by MR. Then, MR coincides with the classical strong maximal function initially studied by Jessen, Marcinkiewicz and Zygmund. We showed that MR is bounded and continuous from the Sobolev spacesAs a consequence, we further showed that MR is bounded and continuous from the fractional Sobolev spaces W s,p 1 (R d ) × · · · × W s,pm (R d ) to W s,p (R d ) for 0 < s ≤ 1 and 1 < p < ∞. As an application, we obtain a weak type inequality for the Sobolev capacity, which can be used to prove the p-quasicontinuity of MR. In addition, we proved that MR( f ) is approximately differentiable a.e. if f = (f1, . . . , fm) with each fj ∈ L 1 (R d ) being approximately differentiable a.e. The discrete type of the strong maximal operators has also been considered. We showed that this discrete type of the maximal operators enjoys somewhat unexpected regularity properties.Key words and phrases. Multilinear strong maximal operators, discrete multilinear strong maximal operators, Sobolev spaces, regularity, Tribel-Lizorkin spaces and Besov spaces, mixed Lebesgue spaces and Sobolev spaces, Sobolev capacity.