We consider the natural extension of two-player nonlocal games to an arbitrary number of players. An important question for such nonlocal games is their behavior under parallel repetition. For two-player nonlocal games, it is known that both the classical and the non-signaling value of any game converges to zero exponentially fast under parallel repetition, given that the game is non-trivial to start with (i.e., has classical/non-signaling value <1). Very recent results show similar behavior for the quantum value of a two-player game under parallel repetition. For nonlocal games with three or more players, very little is known up to present on their behavior under parallel repetition; this is true for the classical, the quantum and the non-signaling value. In this work, we show a parallel repetition theorem for the non-signaling value of a large class of multi-player games, for an arbitrary number of players. Our result applies to all multi-player games for which all possible combinations of questions have positive probability; this class in particular includes all free games, in which the questions to the players are chosen independently. Specifically, we prove that if the original game has a non-signaling value smaller than 1, then the non-signaling value of the $n$-fold parallel repetition is exponentially small in $n$. Our parallel repetition theorem for multi-player games is weaker than the known parallel repetition results for two-player games in that the rate at which the non-signaling value of the game decreases not only depends on the non-signaling value of the original game (and the number of possible responses), but on the complete description of the game. Nevertheless, we feel that our result is a first step towards a better understanding of the parallel repetition of nonlocal games with more than two players.