Here we report the results of searching millisecond pulsar (MSP) candidates from the Fermi LAT second source catalog (2FGL). Seven unassociated $gamma-$ray sources in this catalog are identified as promising MSP candidates based on their $gamma$-ray properties. Through the X-ray analysis, we have detected possible X-ray counterparts, localized to an arcsecond accuracy. We have systematically estimated their X-ray fluxes and compared with the corresponding $gamma$-ray fluxes. The X-ray to $gamma$-ray flux ratios for 2FGL J1653.6-0159 and 2FGL J1946.4-5402 are comparable with the typical value for pulsars. For 2FGL J1625.2-0020, 2FGL J1653.6-0159 and 2FGL J1946.4-5402, their candidate X-ray counterparts are bright enough for performing a detailed spectral and temporal analysis to discriminate their thermal/non thermal nature and search for the periodic signal. We have also searched for possible optical/IR counterparts at the X-ray positions. For the optical/IR source coincident with the brightest X-ray object that associated with 2FGL J1120.0-2204, its spectral energy distribution is comparable with a late-type star. Evidence for the variability has also been found by examining its optical light curve. All the aforementioned 2FGL sources resemble a pulsar in one or more aspects, which make them as the promising targets for follow-up investigations.
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