For improving the mechanical properties and avoiding the filament fractures or wire breaks in multi filament MgB₂ wire, the traditional in-situ powder in tube (PIT) method was introduced to the MgB₂ wires fabrication process using the Monel alloys with higher strenth as the outer sheath materials. MgB₂ wire with the conducting structure of 19 filaments was fabricated by the PIT method. Multi-filament compound billet is processed from Φ25 mm to Φ1.4 mm in diameter with drawing, rolling and annelling process. Superconducting filament is uniformly distributed and the thickness of Nb diffusion barrier is also smooth without breaking points through the microstructure analysis of the wires at each fabrication stages. The mean diameter in MgB₂ supercongducting cores is aroung 100 μm in final wires with the diameter of Φ1.0 mm. The tensile strength and yield strength of the wire heat-treated at 670℃/2h is around 396 MPa and 200 MPa respectively. The critical current density (Jc) is arrived 1.23×10₅ A.cm_-2 at 4.2 K、4 T.