his paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likeli- hood statistic that converges to a chi-square distribution under the non-degenerate case, where corresponding Hoeffding type decomposition is dominated by linear terms. Our methodology is related to the notion of jackknife empirical likelihood but the leave-out pseudo values are constructed by leaving out columns or rows. We further develop a modified version of our multiway empirical likelihood statistic, which converges to a chi-square distribution regardless of the degeneracy, and discover its desirable higher-order property compared to the t-ratio by the conventional Eicker-White type variance estimator. The proposed methodology is illus- trated by several important statistical problems, such as bipartite network, two-stage sampling, generalized estimating equations, and three-way observations.