Dual-wavelength mode-locked fiber lasers are considered as ideal solutions for fast, precise, and sensitive dual-comb spectroscopy. In this study, we present a self-started dual-wavelength fiber laser by combining a nonlinear amplifying loop mirror and a Lyot filter. Nonlinear phase accumulation, dual-wavelength competition, and crosstalk between the mode-locking mechanism and filtering effect are well addressed to realize the self-started dual-wavelength mode-locking. Furthermore, by temperature controlling the specific polarization-maintaining fiber, our dual-wavelength laser can be continuously tuned in a wavelength range of ∼6 nm, corresponding to a well-controlled repetition rates change of 80 Hz and their difference change of 30 Hz. Mutual coherence of the dual-wavelength pulses is demonstrated by detecting the multi-heterodyne beat notes and measuring the fluctuation of the repetition rate difference. Within 10 hours of measurement, the dual-wavelength repetition rates difference remains stable at 1180 Hz with an Allan deviation of ∼9 × 10 −3 Hz @ 1s. By virtue of the all polarization-maintaining structure, our dual-wavelength laser shows improved long-term stability and repeatability, which will facilitate the turn-key, robust, and reproducible dual-comb spectroscopy for high-power or field applications.