This paper introduces the class of Cohen p-nuclear m-linear operators between Banach spaces. A characterization in terms of Pietsch's domination theorem is proved. The interpretation in terms of factorization gives a factorization theorem similar to Kwapień's factorization theorem for dominated linear operators. Connections with the theory of absolutely summing m-linear operators are established. As a consequence of our results, we show that every Cohen p-nuclear (1 < p ≤ ∞ ) m-linear mapping on arbitrary Banach spaces is weakly compact.