Cold high pressure densification (CHPD) has recently been found to be a promising way to improve the critical current density, Jc, in single-core MgB2 wires prepared by in situ processing. In this work, the CHPD process was also applied to multifilamentary, binary MgB2 wires, leading again to a strong enhancement of the transport Jc. The fields B(104)‖ and B(104)﬩where the transport Jc at 4.2 K reaches the value 1 × 104 A cm − 2 for parallel and perpendicular fields were determined as 8.5 and 8.2 T, respectively (0.1 µV cm − 1 criterion). The behaviour of Jc versus B at 20 and 25 K was almost isotropic, the corresponding B(104)‖ values being 4.7 and 3 T, respectively. The observed enhancement of Jc by a factor 2.3 at 4.2 K at all applied fields up to 10 T in densified samples is directly correlated with the observed enhancement of the mass density and microhardness. The decrease of the electrical resistivity of the densified wire reflects improved grain connectivity in the filaments. The improvement of Jc by CHPD was still observed after sequential pressing with overlapping regions, up to a total wire length of 150 mm. This result is promising as regards practical applications.