Purpose – In the past few years, several capability indices have been developed for evaluating the performance of multivariate manufacturing processes under the normality assumption. However, this assumption may not be true in most practical situations. Thus, the purpose of this paper is to develop new capability indices for evaluating the performance of multivariate processes subject to non-normal distributions. Design/methodology/approach – In this paper, the authors propose three non-normal multivariate process capability indices (MPCIs) RNMCp, RNMCpm and RNMCpu by relieving the normality assumption. Using the two normal MPCIs proposed by Pan and Lee, a weighted standard deviation method (WSD) is used to modify the NMCp and NMCpm indices for the-nominal-the-best case. Then the WSD method is applied to modify the multivariate ND index established by Niverthi and Dey for the-smaller-the-better case. Findings – A simulation study compares the performance of the various multivariate indices. Simulation results show that the actual non-conforming rates can be correctly reflected by the proposed capability indices. The numerical example further demonstrates that the actual quality performance of a non-normal multivariate process can properly reflected by the proposed capability indices. Practical implications – Process capability index is an important SPC tool for measuring the process performance. If the non-normal process data are mistreated as a normal one, it will result in an improper decision and thereby lead to an unnecessary quality loss. The new indices can provide practicing managers and engineers with a better decision-making tool for correctly measuring the performance for any multivariate process or environmental system. Originality/value – Once the existing multivariate quality/environmental problems and their Key Performance Indicators are identified, one may apply the new capability indices to evaluate the performance of various multivariate processes subject to non-normal distributions. [ABSTRACT FROM AUTHOR]