Using the saturated absorption properties of vanadium dioxide (VO2), we achieve picosecond pulse laser output by adjusting waveguide laser via evanescent-field absorption mode. The pulse duration, repetition frequency and energy of output laser can be adjusted by controlling the temperature of VO2. VO2 membrane on neodymium-doped yttrium aluminum garnet (Nd∶YAG) waveguides can be used as the saturable absorber, whose saturable absorption is directly observed during the transition from the insulator to the metallic phase. Through the evanescent-field interaction of VO2 membrane with waveguide mode, the optical absorption of VO2 increases significantly. Benefiting from the unique thermal-driven optical properties of VO2, the waveguide lasing at 1064 nm exhibits effective switching of operation between the picosecond pulses and the continuous-wave (CW) regime. Due to the thermal hysteresis feature of the saturable absorption of VO2 membrane, the CW and picosecond pulse laser can be generated at the same temperature by either cooling or heating treatments. This work opens a way to achieve thermally controlled active integrated light sources in a chip-scale platform.