We　investigate　the　dynamic　correlation　between　the　Bitcoin　price　(BTC)　and　the　U.S.　economic　policy　uncertainty　index　(USEPU)　from　the　perspective　of　multifractality.　Utilizing　the　multifractal　detrended　cross-correlation　analysis　(MF-DCCA),　we　confirm　a　long-range　cross-correlation　between　BTC　and　USEPU.　Moreover,　the　empirical　results　of　MF-DCCA　show　that　the　power-law　properties　and　multifractal　characteristics　between　BTC　and　USEPU　are　significant.　We　further　examine　the　long-range　dependency　of　cross-correlation　between　BTC　and　USEPU　series　via　the　Hurst　exponent　test　and　confirm　the　durable　cross-correlation.　Finally,　we　introduce　another　multifractal　indicator　and　examine　the　extent　of　multifractality　among　time　series.　The　empirical　results　indicate　that　the　BTC　series,　USEPU　series,　and　the　cross-correlation　of　BTC-USEPU　present　apparent　multifractality,　where　BTC　shows　the　strongest　degree　of　multifractality.