In this paper, we introduce the concepts of multiple $L_p$ analytic Fourier-Feynman transform ($1{leq}p$ < ${infty})$ and a convolution product of functionals on abstract Wiener space and verify the existence of the multiple $L_p$ analytic Fourier-Feynman transform for functionls in the Fresnel class. Moreover, we verify that the Fresnel class is closed under the $L_p$ analytic Fourier-Feynman transformation and the convolution product, respectively. And we establish some relationships among the multiple $L_p$ analytic Fourier-Feynman transform and the convolution product on the Fresnel class.