In order to obtain mode-locked pulses with different center wavelengths, a compact tunable mode-locked laser was built by using Sagnac loop filter with polarization maintaining fiber and semiconductor saturable absorber mirror. And the experimental verification was carried out. The results show that, the laser has a good wavelength tuning function when it operates in a single wavelength mode locked state, and its output wavelength is continuously adjustable in the range of 1031 nm to 1040 nm. The laser can also output a stable dual wavelength asynchronous pulse sequence, with the interval between the two wavelengths about 10 nm, and the bandwidth of each wavelength can be adjusted by the polarization controller. This research can provide a design scheme for building a compact tunable laser.