We propose and demonstrate an all-fiber passively mode-locked laser with a figure-8 cavity, which generates pulsed cylindrical vector beam output based on a mode selective coupler (MSC). The MSC made of a two mode fiber and a standard single mode fiber is used as both the intracavity transverse mode converter and mode splitter with a low insertion loss of about 0.65 dB. The slope efficiency of the fiber laser is > 3%. Through adjusting the polarization state in the laser cavity, both radially and azimuthally polarized beams have been obtained with high mode purity which are measured to be > 94%. The laser operates at 1556.3 nm with a spectral bandwidth of 3.2 nm. The mode-locked pulses have duration of 17 ns and a repetition rate of 0.66 MHz.