In this paper, we expand univariable MR‐Egger to the multivariable setting. In Section 2, we introduce the conventional and MR‐Egger methods in both univariable and multivariable contexts. We provide an example analysis using published data on lipid fractions and CHD risk (Section 3), and compare results from the different MR methods in a simulation study (Section 4). Finally (Section 5), we discuss the results of the paper and the implications for applied practice. Software code for implementing all of the methods used in this paper is provided in the Web Appendix.