A single-unit-cell layer FeSe ultrathin film grown on SrTiO3(001) substrate exhibits remarkable high-temperature superconductivity, which has aroused intensive research interest. Electron transfer from the substrate to the FeSe layer has been shown to play an indispensable role in enhancing the extraordinary superconductivity. With this idea, researchers have tried to search for new high-temperature superconducting material systems including K-adsorbed multi-layer FeSe ultrathin films, on which superconducting-like energy gaps have been observed with scanning tunneling spectroscopy and photoelectron spectroscopy. However, the high-temperature superconductivity of the multi-layer FeSe ultrathin films has not yet been confirmed by directly observing the zero resistance or Meissner effect. With a self-developed multi-functional scanning tunneling microscope (STM+), which enables not only usual STM functionality, but also in situ two-coil mutual inductance measurement, we successfully observe the diamagnetic response of a K-adsorbed multilayer FeSe ultrathin film grown on a SrTiO3(001) substrate, and thus determine its transition temperature to be 23.9 K. Moreover, we calculate the penetration depth of the film from the measured results and find that its low-temperature behavior exhibits a quadratic variation, which strongly indicates that the order parameter of the superconducting K-adsorbed multi-layer FeSe ultrathin film has an S± pairing symmetry.