Accurate temperature control is crucial for the reliable operation of photonic integrated circuits in the presence of internal thermal crosstalk or external thermal disturbance. We propose an adaptive multiple-input and multiple-output (MIMO) control scheme to stabilize the operation wavelength of on-chip wavelength demultiplexers that have many applications in photonic-chip-based optical signal processing. Using the MIMO control scheme, the wavelength drift is reduced from 0.5 to 0.1 nm when internal and external thermal disturbances occur.