In this paper we demonstrate the passive, material-based athermalization of all-fiber architectures by cascading multimode interference (MMI) devices. In-line thermal compensation is achieved by including a liquid-core multimode section of variable length that allows ensuring temperature-independent operation while preserving the inherent filter-like spectral response of the MMI devices. The design of the temperature compensation unit is straightforward and its fabrication is simple. The applicability of our approach is experimentally verified by fabricating a wavelength-locked MMI laser with sensitivity of only -0.1 pm/°C, which is at least one order of magnitude lower than that achieved with other fiber optics devices.