Knowledge distillation is an effective technique for pre-trained language model compression. Although existing knowledge distillation methods perform well for the most typical model BERT, they could be further improved in two aspects: the relation-level knowledge could be further explored to improve model performance; and the setting of student attention head number could be more flexible to decrease inference time. Therefore, we are motivated to propose a novel knowledge distillation method MLKD-BERT to distill multi-level knowledge in teacher-student framework. Extensive experiments on GLUE benchmark and extractive question answering tasks demonstrate that our method outperforms state-of-the-art knowledge distillation methods on BERT. In addition, MLKD-BERT can flexibly set student attention head number, allowing for substantial inference time decrease with little performance drop.