We report a multi-confocal Fluorescence Correlation Spectroscopy (mFCS) technique that combines a Spatial Light Modulator (SLM), with an Electron Multiplying-CCD camera (EM-CCD). The SLM is used to produce a series of laser spots, while the pixels of the EM-CCD play the roles of virtual pinholes. The phase map addressed to the SLM, calculated by using the spherical wave approximation, makes it possible to produce several diffraction limited laser spots. The fastest acquisition mode leads to a time resolution of 100 microseconds. By using solutions of sulforhodamine G we demonstrated that the observation volumes are similar to that of a standard confocal set-up. mFCS experiments have also been conducted on two stable cell lines: mouse embryonic fibroblasts expressing eGFP-actin and H1299 cells expressing the heat shock factor fusion protein HSF1-eGFP. In the first case we could recover the diffusion constant of G-actin within the cytoplasm, although we were also sensitive to interactions with F-actin. Concerning HSF1, we could clearly observe the modifications of the number of molecules and of the HSF1 dynamics during heat shock.