State-of-the-art thermal management techniques independently throttle the frequencies of high-performance multi-core CPU and powerful graphics processing units (GPU) on heterogeneous multiprocessor system-on-chips deployed in latest mobile devices. For graphics-intensive gaming applications, this approach is inadequate because both the CPU and the GPU contribute towards the overall application performance (frames per second or FPS) as well as the on-chip temperature. The lack of coordination between CPU and GPU induces recurrent frequency throttling to maintain on-chip temperature below the permissible limit. This leads to significantly degraded application performance and large variation in temperature over time. We propose a control-theory based dynamic thermal management technique that cooperatively scales CPU and GPU frequencies to meet the thermal constraint while achieving high performance for mobile gaming. Experimental results with six popular Android games on a commercial mobile platform show an average 19% performance improvement and over 90% reduction in temperature variance compared to the original Linux approach.