The controllability of a network is a theoretical problem of relevance in a variety of contexts ranging from financial markets to the brain. Until now, network controllability has been characterized only on isolated networks, while the vast majority of complex systems are formed by multilayer networks. Here we build a theoretical framework for the linear controllability of multilayer networks by mapping the problem into a combinatorial matching problem. We found that correlating the external signals in the different layers can significantly reduce the multiplex network robustness to node removal, as it can be seen in conjunction with a hybrid phase transition occurring in interacting Poisson networks. Moreover we observe that multilayer networks can stabilize the fully controllable multiplex network configuration that can be stable also when the full controllability of the single network is not stable.