Multi-sentence questions (MSQs) are sequences of questions connected by relations which, unlike sequences of standalone questions, need to be answered as a unit. Following Rhetorical Structure Theory (RST), we recognise that different “question discourse relations” between the subparts of MSQs reflect different speaker intents, and consequently elicit different answering strategies. Correctly identifying these relations is therefore a crucial step in automatically answering MSQs. We identify five different types of MSQs in English, and define five novel relations to describe them. We extract over 162,000 MSQs from Stack Exchange to enable future research. Finally, we implement a high-precision baseline classifier based on surface features.