Self-field AC loss of cylindrical multi-layered conductor, which was an assembly of Bi-2223 Ag-sheathed superconducting wires, was investigated. The self-field loss of the conductor derived from the electric field measured by the 4-probe method could be explained theoretically by the critical-state model. It was also explained that the self-field loss could be measured by the pick-up coil which formed a loop surrounding all the superconducting wires in the conductor. To compare these methods, a cylindrical 2-layer conductor with two types of taps to detect the voltage was fabricated: one was a common voltage tap by solder and the other a pick-up coil surrounding all the superconducting part of the conductor. AC losses obtained by the two methods mentioned above were nearly identical when the transmission current was smaller than the critical current. Thus, we suggest that a pick-up coil is a useful tool for AC loss measurement of multi-layer conductors where no soldering is required.