The purpose of this study was to propose a proper method for the multilevel mediation analysis, for which the hierarchical method should be utilized, then MLM (multilevel modeling) approach as a hierarchical method has been popularly utilized until MSEM (multilevel structural equation modeling) approach was not proposed. This purpose was covered by three research questions about statistical methods, analytic procedure, and real example. First, MSEM statistical method was preferred to MLM method for its estimation accuracy and analytic flexibility. Second, the four-step procedures of model building, assumption examination, model comparison, and coefficient testing were proposed for the multilevel mediation analysis. Third, the real data of 2695 students of elementary and secondary schools and 89 teachers were analyzed in the multilevel directions of $2{\rightarrow}2{\rightarrow}1$ and $1{\rightarrow}1{\rightarrow}2$. Out of these directions of $2{\rightarrow}2{\rightarrow}1$, and $1{\rightarrow}1{\rightarrow}2$ model, only the coefficient of $2{\rightarrow}2{\rightarrow}1$ model was significant at the 95% CI. Mplus programs used for the real example are attached on the Appendix. Based on the results, significance and limitations of this study, were discussed in detail.