We experimentally demonstrate for the first time, to the best of our knowledge, a Nd-doped fiber laser with wavelength self-sweeping. The main feature of the laser is the generation of periodic microsecond pulses, where each of them contains practically only single longitudinal mode radiation with a linewidth of about 1 MHz. The laser frequency changes from pulse to pulse with high linearity by one intermode beating frequency of the laser ∼7.1 MHz. The laser generates a linearly polarized radiation near wavelength of 1.06 μm with a self-sweeping range of up to 1.8 nm.