The rapid development of information technology relies on data. Both data analysis and calculation require data querying first. However, due to data privacy preservation concerns, outsourced data is generally encrypted, which brings more challenging to the computation. As an important type of data query, ciphertext-based range queries have been widely researched. Nevertheless, the existing schemes mainly focus on multi-user querying on a single dataset or a single user querying on multi-dataset. They still have limitations in terms of efficiency and privacy. To address this challenge, we propose an efficient and privacy-preserving multi-user, multi-database, and multi-dimensional range query (EP3MRQ) scheme. Specifically, we first propose a plaintext-based multi-dimensional range query scheme for multi-user querying multi-dataset (3MRQ). Then, the matrix encryption and key exchange techniques combined with ciphertext trees are designed to realize the privacy and efficiency of EP3MRQ. The performance evaluation results show that our EP3MRQ is computationally efficient.