The low noise figure of phase-sensitive amplifiers (PSAs) is attractive for optically pre-amplified measurement and communication systems. However, a major practical implementation difficulty pertains to the requirement of phase-locked signal, idler, and pump waves. Previously, injection locking to a co-propagating weak pump pilot or tapping portions of the received signal (lossy) for carrier re-generation have been used. Here we present a novel, lossless approach without any pump pilot, that generates a phase-locked receiver-local pump within the PSA using a digital dither-based optical phase-locked loop. We experimentally demonstrate a 2 dB noise figure with a low 0.3 dB penalty due to imperfect locking. By comparing the phase-locking performance in a PSA to that in a 50/50-coupler, we discuss and predict potential performance improvements connected to loop delay and laser phase characteristics.