Immersion lithography is one of the main technologies used to manufacture integrated circuits with the shortest feature size. In immersion lithography, temperature of immersion liquid is strictly constrained and its allowable range is less than ±0.01°C at 22°C. To meet this requirement, a temperature control algorithm adopted by the test rig which controls the temperature of the immersion liquid with process cooling water (PCW) via heat exchangers is proposed. By adjusting the flow rate of PCW through the heat exchangers, the control system varies the amount of heat exchanged, and the temperature of the immersion liquid can be properly controlled. The temperature control rig is a multi-disturbed, timevariant, non-linear and time-delayed system and its transfer function varies with the inlet temperature and flow rates of the streams through the heat exchangers. Considering the characteristics of the system, a cascade-connected fuzzy PID feedback algorithm is designed.