Temperature stability is a critical factor affecting the performance of the most subsystems in the lithography system, due to the high precision and sensitivity of system components to temperature variations. The temperature control system of the lithography machine is characterized by its large inertial constant, time delay characteristics, as well as susceptibility to multiple disturbances. The temperature control system of the lithography machine chiefly requires response speed, high accuracy, and stable and constant temperature control. The contribution of this study is not only avoiding complex precision modeling processes based on real-time parameter estimation and neural network self-tuning but also improving the performance of temperature control in real time under external disturbances. A novel adaptive algorithm with a cascade structure based on generalized predictive control (GPC) and backpropagation (BP) neural network proportional-integral (PI) control is successfully proposed for high accuracy temperature control of lithography machine with a large inertial constant, time delay, and multiple disturbances. In this study, firstly, the liquid circulating temperature control system is developed based on heat exchanger and heater. Secondly, an adaptive controller composed of GPC and BP neural network PI control is successfully proposed. A BP neural network is employed to enable the parameters of the PI controller to adjust in real time, and the mathematical model parameters of the control system are identified in real time by the least square method. Also, the performance of the proposed controller is evaluated comparing with conventional PI controller and GPC controller in terms of robustness and quantitative study of error analysis. Finally, the temperature stability and robustness of the temperature control system controlled with the proposed adaptive GPC-PI algorithm has been investigated by the simulation results carried out in different working scenarios. The simulation results show that the steady-state error from the proposed algorithm is less than 0.01°C under the action of disturbance input. It can effectively counteract the influence of environmental interference and time-varying system parameters. The results of the simulation experiment indicate that the proposed adaptive GPC and PI control algorithm exhibits significant advantages in terms of control accuracy, anti-interference ability, and robustness compared to the conventional control method.