Multivariate frequency domain analysis (MFDA) is proposed to characterize collective vibrational dynamics of protein obtained by a molecular dynamics (MD) simulation. MFDA performs principal component analysis (PCA) for a bandpass filtered multivariate time series using the multitaper method of spectral estimation. By applying MFDA to MD trajectories of bovine pancreatic trypsin inhibitor, we determined the collective vibrational modes in the frequency domain, which were identified by their vibrational frequencies and eigenvectors. At near zero temperature, the vibrational modes determined by MFDA agreed well with those calculated by normal mode analysis. At 300 K, the vibrational modes exhibited characteristic features that were considerably different from the principal modes of the static distribution given by the standard PCA. The influences of aqueous environments were discussed based on two different sets of vibrational modes, one derived from a MD simulation in water and the other from a simulation in vacuum. Using the varimax rotation, an algorithm of the multivariate statistical analysis, the representative orthogonal set of eigenmodes was determined at each vibrational frequency.