We experimentally demonstrate a tunable optical second-order Volterra filter using wave mixing and delays. Wave mixing is performed in a periodically poled lithium niobate waveguide with the cascaded sum-frequency generation and difference-frequency generation processes. Compared to conventional optical tapped delay line structures, second-order taps are added through the wave mixing of two signal copies. We measure the frequency response of the filter by sending a frequency-swept sinusoidal wave as the input. The tap weights are tuned with a liquid-crystal-on-silicon waveshaper for different filter configurations. With the additional second-order taps, the filter is able to perform a nonlinear function. As an example, we demonstrate the compensation of a nonlinearly distorted 10–20 Gbaud 4-amplitude and phase shift keying signal.