The recently emerging multi-mode plug-in hybrid electric vehicle (PHEV) technology is one of the pathways making contributions to decarbonization, and its energy management requires multiple-input and multipleoutput (MIMO) control. At the present, the existing methods usually decouple the MIMO control into singleoutput (MISO) control and can only achieve its local optimal performance. To optimize the multi-mode vehicle globally, this paper studies a MIMO control method for energy management of the multi-mode PHEV based on multi-agent deep reinforcement learning (MADRL). By introducing a relevance ratio, a hand-shaking strategy is proposed to enable two learning agents to work collaboratively under the MADRL framework using the deep deterministic policy gradient (DDPG) algorithm. Unified settings for the DDPG agents are obtained through a sensitivity analysis of the influencing factors to the learning performance. The optimal working mode for the hand-shaking strategy is attained through a parametric study on the relevance ratio. The advantage of the proposed energy management method is demonstrated on a software-in-the-loop testing platform. The result of the study indicates that the learning rate of the DDPG agents is the greatest influencing factor for learning performance. Using the unified DDPG settings and a relevance ratio of 0.2, the proposed MADRL system can save up to 4% energy compared to the single-agent learning system and up to 23.54% energy compared to the conventional rule-based system.