In this paper, we study a distributed parameter estimation problem with an asynchronous communication protocol over multi-agent systems. Different from traditional time-driven communication schemes, in this work, data can be transmitted between agents intermittently rather than in a steady stream. First, we propose a recursive distributed estimator based on an event-triggered communication scheme, through which each agent can decide whether the current estimate is sent out to its neighbors or not. With this scheme, considerable communications between agents can be effectively reduced. Then, under mild conditions including a collective observability, we provide a design principle of triggering thresholds to guarantee the asymptotic unbiasedness and strong consistency. Furthermore, under certain conditions, we reveal that, with probability one, for every agent the time interval between two successive triggering instants goes to infinity as time goes to infinity. Finally, we provide a numerical simulation to validate the theoretical results of this paper.