Format conversion is enabling function at the interface of different networks with different optimal modulation formats. Meanwhile, multi-channel signal processing function has its special significance for dense wavelength division multiplexing networks. In this paper, we designed and fabricated a delay interferometer cascaded with an arrayed-waveguide grating based on silicon on insulator. The 4-channel return-to-zero on-off keying (RZ-OOK) to non-return-to-zero on-off keying (NRZ-OOK) and return-to-zero differential phase shift keying (RZ-DPSK) to non-return-to-zero differential phase shift keying (NRZ-DPSK) format conversions at 40 Gbit/s were realized with this integrated device, the output eye diagrams showed a good conversion performance. Thanks to the mature fabrication technology, this device shows great potential for its small size, low power consumption and possibility of monolithic integration.