Dual-wavelength fiber lasers with ultra-narrow linewidth find wide applications in high-speed optical communications, fiber optic sensors, high resolution measurements and medical instruments and microwave or terahertz generation systems. Based on the linewidth compression mechanism due to Rayleigh backscattering, this paper adopts a simple ring structure cooperated with two fiber Bragg gratings centered at 1550 nm and 1530 nm respectively, achieving a dual-wavelength fiber laser with ultra-narrow linewidth, with a 3dB linewidth of ~700 Hz for each wavelength, and the SNR of 60dB. Tuning the center wavelength of one of the two FBGs while the other one keeps unchanged, the fiber laser keeps stable dual-wavelength lasing and the linewidth is still ~700 Hz. It can be seen that the compression for the linewidth based on the Rayleigh backscattering can be used in multi-wavelength laser systems, and because of the characteristic of the Rayleigh backscattering, the method has great potential in the application of wide wavelength range linewidth compression from the ultraviolet to the far infrared.