This paper proposes a novel multiple chaos embedded gravitational search algorithm (MCGSA) that simultaneously utilizes multiple different chaotic maps with a manner of local search. The embedded chaotic local search can exploit a small region to refine solutions obtained by the canonical gravitational search algorithm (GSA) due to its inherent local exploitation ability. Meanwhile it also has a chance to explore a huge search space by taking advantages of the ergodicity of chaos. To fully utilize the dynamic properties of chaos, we propose three kinds of embedding strategies. The multiple chaotic maps are randomly, parallelly, or memory-selectively incorporated into GSA, respectively. To evaluate the effectiveness and efficiency of the proposed MCGSA, we compare it with GSA and twelve variants of chaotic GSA which use only a certain chaotic map on a set of 48 benchmark optimization functions. Experimental results show that MCGSA performs better than its competitors in terms of convergence speed and solution accuracy. In addition, statistical analysis based on Friedman test indicates that the parallelly embedding strategy is the most effective for improving the performance of GSA.