Let \(1< p_1, \ldots , p_n< \infty , 1\le q < \infty \) be such that \(\sum \limits _{i=1}^n \frac{1}{p_i} < \frac{1}{q}\) and let \(\mu _1, \ldots , \mu _n, \nu \) be arbitrary measures. Generalizing known linear and multilinear results, we prove that all positive n-linear operators from \(\ell _{p_1} \times \cdots \times \ell _{p_n}\) to \(L_q(\nu )\) and from \(L_{p_1}(\mu _1) \times \cdots \times L_{p_n}(\mu _n)\) to \(\ell _{q}\) are compact. This result, along with other related ones concerning free Banach lattices, shall emerge as consequences of some facts we prove about M-weakly compact multilinear operators on Banach lattices.