tThis paper proposes a new type of multivariate EWMA control chart for detecting the process meanshift on the basis of a series of most recent T-squared statistics. We established a multiple hypothesistesting which uses the false discovery rate as the error to be controlled. Particularly, Benjamini–Hochbergprocedure is applied to develop a new control scheme. A nonparametric density estimation based on theParzen windows is adopted to approximate the distribution of the T-square statistics, from which thep-values are calculated. The performance of the proposed control charts is evaluated in terms of the out-of-control average run length and the in-control average run length according to various non-centralityparameters associated with the mean shifts. The result shows that the proposed control chart performsbetter than the existing multivariate EWMA chart for all mean shifts. The proposed method seems to berigorous in the sense that error rates for the multiple hypotheses are considered in an integrated way viaFDR rather than considering type I and II errors separately.