While there has been a recent burgeoning of applications at the intersection of natural and programming languages, such as code generation and code summarization, these applications are usually English-centric. This creates a barrier for program developers who are not proficient in English. To mitigate this gap in technology development across languages, we propose a multilingual dataset, MCoNaLa, to benchmark code generation from natural language commands extending beyond English. Modeled off of the methodology from the English Code/Natural Language Challenge (CoNaLa) dataset, we annotated a total of 896 NL-Code pairs in three languages: Spanish, Japanese, and Russian. We present a systematic evaluation on MCoNaLa by testing state-of-the-art code generation systems. Although the difficulties vary across three languages, all systems lag significantly behind their English counterparts, revealing the challenges in adapting code generation to new languages.