We demonstrate a multi-wavelength mode-locked Yb-doped fiber laser by incorporating a pair of polarization maintaining 45° tilted fiber gratings (PM-45°TFG) based Lyot filter. Thanks to the functions of the polarizer and the comb filtering introduced by the Lyot filter, dissipative soliton (DS) pulses centered at 1035.26 nm, 1044.93 nm, 1055.62 nm, 1066.11 nm and 1076.63 nm can be generated respectively by finely tuning the intracavity polarization controllers (PCs). Moreover, the laser also can operate in a multi-wavelength regime via appropriately adjusting the pump power and polarization orientation. The high nonlinearity induced by the long cavity length leads to the generation of h-shaped mode-locked pulse with a repetition rate of 566.27 kHz. In the absence of any disturbance, the laser can operate steadily, that can potentially be used in various fields including wavelength division multiplexing systems etc.