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Grey-box fuzz testing has revealed thousands of vulnerabilities in real-world software owing to its lightweight instrumentation, fast coverage feedback, and dynamic adjusting strategies. However, directly applying grey-box fuzzing to input-dependent multithreaded programs can be extremely inefficient. In practice, multithreading-relevant bugs are usually buried in sophisticated program flows. Meanwhile, the existing grey-box fuzzing techniques do not stress thread-interleavings which affect execution states in multithreaded programs. Therefore, mainstream grey-box fuzzers cannot effectively test problematic segments in multithreaded programs despite they might obtain high code coverage statistics. To this end, we propose MUZZ, a new grey-box fuzzing technique that hunts for bugs in multithreaded programs. MUZZ owns three novel thread-aware instrumentations, namely coverage-oriented instrumentation, thread-context instrumentation, and schedule-intervention instrumentation. During fuzzing, these instrumentations engender runtime feedback to stress execution states caused by thread interleavings. By leveraging the feedback in the dynamic seed selection and execution strategies, MUZZ preserves more valuable seeds that expose bugs in a multithreading context. We evaluate MUZZ on 12 real-world software programs. Experiments show that MUZZ outperforms AFL in both multithreading-relevant seed generation and concurrency-vulnerability detection. Further, by replaying the target programs against the generated seeds, MUZZ also reveals more concurrency-bugs (e.g., data-races, thread-leaks) than AFL. In total, MUZZ detected 8 new concurrency-vulnerabilities and 19 new concurrency-bugs. At the time of writing, 4 CVE IDs have been assigned to the reported issues.