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One of the most important challenges we must cope with in wireless sensor networks is the energy problem. In these networks, nodes have no unique addresses and are identified by the data gathered by them. Therefore routing is not straightforward considering energy constraints. Directed Diffusion is a data-centric routing protocol design for WSNs. Although this protocol adapts well with the situations of WSNs, in the scenarios with the existence of multiple sinks it has some drawbacks. In such cases data is forwarded through all sink nodes imposing the overhead of sending useless data. Our Multi-Sink Directed Diffusion (MSDD) has been introduced to address this problem by forwarding data toward the nearest sink. Also this protocol implements a kind of load-balancing by selecting the next nearest sink after the energy level of nodes in the original path falls below a certain threshold. Simulation results show that, using our MSDD protocol, connection lifetime between source and sink nodes will be increased up to three times, which is the result of reducing routing overhead of Directed Diffusion protocol.