It is shown that the thermo-optic (TO) coefficients of various waveguide modes of a sub-wavelength grating (SWG)-assisted strip waveguide is closely dependent on the various waveguide parameters with different dependencies, including the SWG width, strip waveguide width, duty cycle, and pitch. This offers what we believe to be new degrees of freedom in the design of TO coefficients for integrated-optic waveguides, opening the door to engineering the TO coefficients of individual spatial modes or polarization states using sub-wavelength structures. Such a capability is expected to offer new design possibilities for a variety of integrated photonic, thermo-optic devices. To demonstrate the application of the concept, a mode-insensitive switch on silicon-on-insulator using a TO coefficient-engineered SWG as a mode-independent, thermo-optic phase shifter is designed and experimentally demonstrated. The experimental results show that the switching powers of the TE0-TE2 modes are only ∼29 mW, and the maximum extinction ratios for the cross (bar) states are 38.2 dB (31 dB), 37.9 dB (37 dB), and 31.9 dB (20.5 dB) for the TE0-TE2 modes, respectively, at the wavelength of 1550 nm.