We report on violet-light generation using the femtosecond-laser written waveguides in periodically poled MgO:LiTaO3 crystal under conditions of third-order quasi-phase matching. Ten parallel depressed cladding waveguides are successfully fabricated with different grating periods in the same sample with fan-out χ(2) grating structures. These waveguides exhibit high optical quality with minimum insertion loss as low as 0.71 dB. Temperature and wavelength tuned second harmonic generation for different waveguides are demonstrated by using a tunable CW Ti sappire laser. Tunable violet second harmonic light has been generated with a single period over the range of 396 nm to 401 nm by varying the crystal temperature from 60 °C to 200 °C. At the quasi-phase matching temperature, 0.37 mW of violet light power at 397.2 nm is generated for a fundamental power of 336.7 mW, corresponding to a normalized conversion efficiency of 0.39%/(W·cm2). Our work contributes to designing tunable and efficient on-chip violet light sources based on femtosecond-laser written waveguides.