This paper addresses the data-driven adaptive control problem for a class of nonlinear multi-input multi-output (MIMO) systems with input saturation. Based on the compact form dynamic linearation technique, nonlinear MIMO systems with input saturation is firstly transformed into the linear data model. Meanwhile, an online estimation algorithm is designed for the time-varying parameter, and then a data-driven adaptive control method is presented to stabilize the unknown nonlinear MIMO systems. We also analyze the influence of input saturation on the performance of nonlinear MIMO systems. Moreover, the convergence and boundedness of the resulting closed-loop system are analyzed, and the corresponding explicit conditions are derived. Finally, the effectiveness of proposed results are verified by an example and simulation.