We investigate the impact of the photorefractive effect on lithium niobate integrated quantum photonic circuits dedicated to continuous variable on-chip experiments. The circuit main building blocks, i.e. cavities, directional couplers, and periodically poled nonlinear waveguides, are studied. This work demonstrates that photorefractivity, even when its effect is weaker than spatial mode hopping, might compromise the success of on-chip quantum photonics experiments. We describe in detail the characterization methods leading to the identification of this possible issue. We also study to which extent device heating represents a viable solution to counter this effect. We focus on photorefractive effect induced by light at 775 nm, in the context of the generation of non-classical light at 1550 nm telecom wavelength.