A method to improve the frequency stability of microwave frequency comb (MFC) signals generated by an actively mode-locked optoelectronic oscillator (AML-OEO) is proposed and experimentally demonstrated. In the experiment, fundamental mode locking in the constructed AML-OEO is achieved, producing MFC signals with a center frequency of 2.165 GHz and a repetition rate of 396.629 kHz. By locking the MFC comb tooth to a stable reference source using a phase-locked loop (PLL), the stability of MFC's center comb tooth reaches 2.4 × 10-13@1000s and the frequency stability improves by more than two orders of magnitude on a second-level time scale compared to the free-running AML-OEO. The improved frequency stability of MFC signals makes AML-OEO suitable as high-performance microwave sources for various critical applications.