The book deals with Wavelet Multifractal Analysis of Functions especially those representing some type of self similarity. These constitute nowadays a very popular subject of study in theoretical mathematics, physics as well as applied fields such as biology, finance, etc. This makes their understanding is of great interest for researchers as well as professionals. This book will be an important reference especially for young researchers as well as for applied ones especially physicists, biologists, bankers, and financials. We recall with details the mathematics notions related to the subject such as Hausdorff measure and dimension, self similar sets and the role of the self similarity in the computation of their sizes. Next, we recall the basics of wavelet theory, self similar type functions and the validity of the multifractal formalism and its relation to the self similar structure. Some examples are also recalled with exact computations.