The development and application of transformation optics provide a new approach to on-chip integrated multi-frequency transmission and the design of broadband nonlinear photonic devices. In this paper, a model based on the transformation optics theory is utilized to obtain a waveguide device featuring on-chip rainbow trapping by manipulating the spatial distribution of dispersion and group velocity of thin-film lithium niobate photonic crystals. The analysis of the nonlinear four-wave mixing process reveals the bright application prospect of the proposed waveguide device in broadband four-wave mixing. The transformation optical waveguide structure designed can also be applied to other nonlinear integrated optical devices.