Cascade transitions of Ho3+:5I6→5I7 and 5I7→5I8 provide a platform for a dual-wavelength mid-infrared (MIR) laser. In this paper, a continuous wave cascade MIR Ho:YLF laser operating at 2.1 and 2.9 µm is realized at room temperature. The total output power of 929 mW with 778 mW at 2.9 µm and 151 mW at 2.1 µm is obtained under the absorbed pump power of 5 W. Compared to the non-cascade mode, 2.9-µm lasing threshold is reduced by 10.3% and the slope efficiency is increased by 76.1% with the supports of cascade lasing at 2.1 µm. However, 2.9-µm lasing is the key population accumulation of the 5I7 level, which thus efficiently reduces the threshold and improves the output power of the 2.1-µm laser. Our results put forward a way for generating cascade dual-wavelength MIR lasing in Ho3+-doped crystals.