we report the actively mode locked fiber laser where the center wavelengths of optical pulses change discretely per roundtrip. By using two pairs of dense wavelength division multiplexers, we select and split the signals with multiple wavelengths to reduce the gain competition between lasing wavelengths. The experimental results demonstrate the simultaneous mode locking of three different wavelengths with the spacing of 0.8 nm. We suggest that this novel design could provide an access to high number of wavelength steps and narrow optical linewidth with a short (< 1 km) cavity, which are advantageous for optical coherence tomography applications.