The purpose of multithreading in programming is to allow multiple threads to execute concurrently within a single process, enhancing performance and resource utilization. This capability enables applications to perform tasks simultaneously, such as handling user input, processing data, and managing network requests. By leveraging multithreading, programs can achieve greater responsiveness and efficiency, particularly in scenarios where tasks are independent and can be executed in parallel. However, developing multithreaded applications also introduces challenges such as ensuring thread safety and proper synchronization of shared resources.