Quantum-dash (QD) mode-locked laser diodes (MLLD) lend themselves as chip-scale frequency comb generators for highly scalable wavelength-division multiplexing (WDM) links in future data-center, campus-area, or metropolitan networks. Driven by a simple DC current, the devices generate flat broadband frequency combs, containing tens of equidistant optical tones with line spacings of tens of GHz. Here we show that QD-MLLDs can not only be used as multi-wavelength light sources at a WDM transmitter, but also as multi-wavelength local oscillators (LO) for parallel coherent reception. In our experiments, we demonstrate transmission of an aggregate net data rate of 3.9 Tbit/s (23 × 45 GBd PDM-QPSK, 7% FEC overhead) over 75 km standard single-mode fiber (SSMF). To the best of our knowledge, this represents the first demonstration of a coherent WDM link that relies on QD-MLLD both at the transmitter and the receiver.