Wave-particle duality and entanglement are two fundamental characteristics of quantum mechanics. All previous works on experimental investigations in wave{particle properties of single photons (or single particles in general) show that a well-defined interferometer setting determines a well-defined property of single photons. Here we take a conceptual step forward and control the wave-particle property of single photons with quantum entanglement. By doing so, we experimentally test the complementarity principle in a scenario, in which the setting of the interferometer is not defined at any instance of the experiment, not even in principle. To achieve this goal, we send the photon of interest (S) into a quantum Mach-Zehnder interferometer (MZI), in which the output beam splitter of the MZI is controlled by the quantum state of the second photon (C), who is entangled with a third photon (A). Therefore, the individual quantum state of photon C is undefined, which implements the undefined settings of the MZI for photon S. This is realized by using three cascaded phase-stable interferometers for three photons. There is typically no well-defined setting of the MZI, and thus the very formulation of the wave-particle properties becomes internally inconsistent.