A scheme for the measurement of a microwave (MW) electric field is proposed via multi-photon coherence in Rydberg atoms. It is based on the three-photon electromagnetically induced absorption (TPEIA) spectrum. In this process, the multi-photon produces a narrow absorption peak, which has a larger magnitude than the electromagnetically induced transparency (EIT) peak under the same conditions. The TPEIA peak is sensitive to MW fields, and can be used to measure MW electric field strength. We found that the magnitude of TPEIA peaks shows a linear relationship with the MW field strength. The simulation results show that the minimum detectable strength of the MW fields is about 1/10 of that based on an common EIT effect, and the probe sensitivity could be improved by about four times. Furthermore, the MW sensing based on three-photon coherence seems to be robust against the changes in the control field and shows a broad tunability, and the scheme may be useful for designing novel MW sensing devices.