Proportional–integral–derivative (PID) control remains the primary choice for industrial process control problems. However, owing to the increased complexity and precision requirement of current industrial processes, a conventional PID controller may provide only unsatisfactory performance, or the determination of PID gains may become quite difficult. To address these issues, studies have suggested the use of reinforcement learning in combination with PID control laws. The present study aims to extend this idea to the control of a multiple-input multiple-output (MIMO) process that suffers from both physical coupling between inputs and a long input/output lag. We specifically target a thin film production process as an example of such a MIMO process and propose a self-tuning two-degree-of-freedom PI controller for the film thickness control problem. Theoretically, the self-tuning functionality of the proposed control system is based on the actor-critic reinforcement learning algorithm. We also propose a method to compensate for the input coupling. Numerical simulations are conducted under several likely scenarios to demonstrate the enhanced control performance relative to that of a conventional static gain PI controller.