Dual-frequency optoelectronic oscillators (OEOs) have potential applications in dual-band wireless networking and dual-parameter sensing systems. We propose a dual-frequency OEO incorporating a multiband microwave photonic filter (MPF). In particular, the two microwave signals are generated simultaneously in a single OEO cavity. By simply varying the parameters of optical spectral slicing and sampling (e.g., with a programmable optical filter) used to implement the MPF, we can readily achieve simultaneous tuning of the dual-frequency output, as well as alternate switching between single-frequency and dual-frequency output. The multi-passband nature of the MPF, enabled via optical spectral slicing, opens a path to multi-frequency OEO operation by scaling our scheme in the future. Such a structure provides a flexible way to generate simultaneously tunable and reconfigurable multi-frequency microwave signals.