In this paper we propose stochastic multi-symplectic conservation law for stochastic Hamiltonian partial differential equations, and develop a stochastic multi-symplectic method for numerically solving a kind of stochastic nonlinear Schrödinger equations. It is shown that the stochastic multi-symplectic method preserves the multi-symplectic structure, the discrete charge conservation law, and deduces the recurrence relation of the discrete energy. Numerical experiments are performed to verify the good behaviors of the stochastic multi-symplectic method in cases of both solitary wave and collision.