In this letter, we combine the use of dense-wavelength-division-multiplexing and mode-division-multiplexing (MDM) with advanced-modulation formats for on-chip optical interconnects. A three-mode MDM multiplexer (MUX) and de-multiplexer (DEMUX) was designed and used. Each wavelength carrier had an aggregate data rate of 192-Gbit/s using 4-level pulse-amplitude-modulation. The mode crosstalk of the MDM MUX/DEMUX was measured to be below -20 dB in the 40-nm wavelength band from 1520 to 1560 nm. Fourteen wavelength channels are multiplexed and successfully transmitted with an aggregate transmission capacity of 2.6 Tbit/s (14 wavelengths × 3 modes × 64 Gbit/s) with all channels satisfying the hard-decision forward-error-correction threshold. Numerical analysis of the mode crosstalk is also performed.