Let $A$ be an irreducible Coxeter arrangement and $W$ be its Coxeter group. Then $W$ naturally acts on $A$. A multiplicity $bfm : Arightarrow Z$ is said to be equivariant when $bfm$ is constant on each $W$-orbit of $A$. In this article, we prove that the multi-derivation module $D(A, bfm)$ is a free module whenever $bfm$ is equivariant by explicitly constructing a basis, which generalizes the main theorem of cite{T02}. The main tool is a primitive derivation and its covariant derivative. Moreover, we show that the $W$-invariant part $D(A, bfm)^{W}$ for any multiplicity $bfm$ is a free module over the $W$-invariant subring.