A narrow linewidth optical frequency comb (OFC) based on a directly modulated microcavity laser with external optical feedback is investigated numerically and demonstrated experimentally. Based on the numerical simulations with rate equations, the evolution of the optical and electrical spectra is presented for the direct-modulated microcavity laser with increased feedback strength, and the linewidth property is improved at suitable feedback conditions. The simulation results also show good robustness for the generated OFC in terms of feedback strength and phase. Moreover, the OFC generation experiment is performed by combining with the dual-loop feedback structure to suppress the side mode, and an OFC with a side-mode suppression ratio of 31 dB is realized. Thanks to the high electro-optical response of the microcavity laser, a 15-tone OFC with a frequency interval of 10 GHz is obtained. Finally, the linewidth of each comb tooth is measured to be around 7 kHz under the feedback power of 47 µW, which indicates an enormous compression of approximately 2000 times compared with the free-running continuous-wave microcavity laser.