The diverse applications of mode-locked fiber lasers (MLFLs) raise various demands on the output of the laser, including the pulse duration, energy, and shape. Simulation is an excellent method to guide the design and construction of an MLFL for on-demand laser output. Traditional simulation of an MLFL uses the split-step Fourier method (SSFM) to solve the nonlinear Schrödinger (NLS) equation, which suffers from high computational complexity. As a result, the inverse design of MLFLs via the traditional SSFM-based simulation method relies on the design experience. Here, a completely data-driven approach for the inverse design of MLFLs is proposed, which significantly reduces the computational complexity and achieves a fast automatic inverse design of MLFLs. We utilize a recurrent neural network to realize fast and accurate MLFL modeling, then the desired cavity settings meeting the output demands are searched via a deep-reinforcement learning algorithm. The results prove that the data-driven method enables the accurate inverse design of an MLFL to produce a preset target femtosecond pulse with a certain duration and pulse energy. In addition, the cavity settings generating soliton molecules with different target separations can also be located via the data-driven inverse design. With the GPU acceleration, the time consumption of the data-driven inverse design of an MLFL is less than 1.3 hours. The proposed data-driven approach is applicable to guide the inverse design of an MLFL to meet the different demands of various applications.