In this paper, we use a generalized Brownian motion process to define a generalized Feynman integral and a generalized Fourier-Feynman transform. We also define the concepts of the multiple Lp analytic generalized Fourier-Feynman transform and the generalized convolution product of functional on function space $C_{a,;b}[0,;T]$. We then verify the existence of the multiple $L_{p}$ analytic generalized Fourier-Feynman transform for functional on function space that belong to a Banach algebra $S({L_{a,;b}}^{2}[0, T])$. Finally we establish some relationships between the multiple $L_{p}$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $S({L_{a,;b}}^{2}[0, T])$.