The k–generalized Fibonacci sequence \((F_m^{(k)})_{m\ge 2-k}\) is the linear recurrent sequence of order k whose first k terms are \(0, \ldots , 0, 1\) and each term afterwards is the sum of the preceding k terms. The case \(k=2\) corresponds to the well known Fibonacci sequence. In Gómez and Luca (Lith. Math. J. 56(4):503–517, 2016), the multiplicative independence between terms of the same k-generalized Fibonacci sequence was studied. In this paper, we find all the multiplicative dependent pairs \((F_m^{(k)},u_n)\) where \(u_n\) is a Fibonacci, a Lucas or a Pell number.