Given an m-tuple of weights v = (v1, . . . , vm), we characterize the classes of pairs (w, v) involved with the boundedness properties of the multilinear fractional integral operator from m i=1 L p i (v p i i ) into suitable Lipschitz spaces associated to a parameter δ, Lw(δ). Our results generalize some previous estimates not only for the linear case but also for the unweighted problem in the multilinear context. We emphasize the study related to the range of the parameters involved with the problem described above, which is optimal in the sense that they become trivial outside of the region obtained. We also exhibit nontrivial examples of pairs of weights in this region.This article is dedicated to Professor Eleonor "Pola" Harboure, beloved colleague whose vast knowledge and human kindness have always been a guidance to us.