The availability of the underwater wireless optical communication (UWOC) based on red (R), green (G) and blue (B) lights makes the realization of the RGB wavelength division multiplexing (WDM) UWOC system possible. By properly mixing RGB lights to form white light, the WDM UWOC system has prominent potentiality for simultaneous underwater illumination and high-speed communication. In this work, for the first time, we experimentally demonstrate a 9.51-Gb/s WDM UWOC system using a red-emitting laser diode (LD), a single-mode pigtailed green-emitting LD and a multi-mode pigtailed blue-emitting LD. By employing 32-quadrature amplitude modulation (QAM) orthogonal frequency division multiplexing (OFDM) modulation in the demonstration, the red-light, the green-light and the blue-light LDs successfully transmit signals with the data rates of 4.17 Gb/s, 4.17 Gb/s and 1.17 Gb/s, respectively, over a 10-m underwater channel. The corresponding bit error rates (BERs) are 2.2 × 10, 2.0 × 10 and 2.3 × 10, respectively, which are below the forward error correction (FEC) threshold of 3.8 × 10.