Differential phase shift keying (DPSK) signals are widely employed in optical communication systems due to the high sensitivity and simple self-delay interference demodulation scheme. In this paper, we demonstrate a broadband on-chip Mach-Zehnder interferometer (MZI) for multiple channel DPSK signal demodulation. The chip is constructed using a single-mode high-index doped silica glass waveguide with fiber-to-fiber insert loss less than 3 dB and small second-order dispersion. The MZI interference fringe extinction ratio is over 25 dB in the range of C- and L-bands. The MZI is employed to demodulate four parallel DPSK signals simultaneously with similar performance, indicating that the broad bandwidth MZI is suitable for a receiver of massive parallel optical communications.