A novel nonlinear equalizer based on a multiple-input multiple-output (MIMO) deep neural network (DNN) is proposed and experimentally demonstrated for compensation of inter-subcarrier nonlinearities in a 40 Gb/s coherent optical orthogonal frequency division multiplexing system. Experimental results reveal that MIMO-DNN can extend the power margin by 4 dB at 2000 km of standard single-mode fiber transmission when compared to linear compensation or conventional single-input single-output DNN. It is also found that MIMO-DNN outperforms digital back propagation by increasing up to 1 dB the effectiveQ-factor and reducing by a factor of three the computational cost.