A photonic crystal waveguide coupled structure can be constructed by placing two photonic crystal waveguides dosely and parallel to each other. A new type of high efficiency heterostructure four-wavelength wavelength division multiplexing is designed according to the theory of coupling and decoupling. The finite-difference time-domain method is used to simulate the efficiency of the device, and the simulated results show that higher transmittance is achieved by adjusting the refractive index of a row of dielectric rods. We further found that adding three pairs of rods in the incident medium can effectively reduce the reflection of the system to realize the efficient transport for four-wavelength and the transmittance can exceed 90%. The present device not only has a high transmission rate, but also its size is only 36 μm×17 μm and may have potential applications in future photonic integrated circuits.