Through engineering the interface between Co2MnSi and Pd, we realize a high perpendicular magnetic anisotropy (PMA) and controllable anomalous Hall effect (AHE) in [Co2MnSi(tCMS)/Pd]3multilayers. The multilayers are characterized by a particulatelike layer morphology following annealing at 573 K with weak B2 crystallographic ordering of the Co2MnSi layer. The largest PMA (Keff) of 1.2x106erg/cm3 has been obtained in [Co2MnSi(1.2nm)/Pd]3 multilayer annealed at 573 K. The AHE can be tuned, which we attribute to a varying proximity effect at the Co2MnSi/Pd interface, by varying the annealing temperature and Co2MnSi thickness. According to the expanded AHE scaling relation, we calculate the different contributions to the origin of AHE. Both skew scattering and side jump decrease monotonically with increasing Co2MnSi thickness, but show maximum values for the multilayer annealed around 573 K with increasing annealing temperature. It is found that skew scattering (ρss) and side-jump scattering (ρsj) exhibit opposite contributions to the AHE; the skew scattering ρss is larger than the value of side jump ∣∣ρsj∣∣, giving a ρss value of approximately 1.34 μΩ cm and the absolute ∣∣ρsj∣∣ value of 1.1 μΩ cm at 5 K in [Co2MnSi(1.2nm)/Pd]3 multilayer, indicating that the overall AHE originates mostly from the skew scattering.