In this paper, we consider a new class of polynomials which is called the multi-poly-Euler polynomials. Then, we investigate their some properties and relations. We provide that the type 2 degenerate multi-poly-Euler polynomials equals a linear combination of the degenerate Euler polynomials of higher order and the degenerate Stirling numbers of the first kind. Moreover, we provide an addition formula and a derivative formula. Furthermore, in a special case, we acquire a correlation between the type 2 degenerate multi-poly-Euler polynomials and degenerate Whitney numbers.