We report the generation of separation-locked bound solitons in a passively mode-locked all-fiber laser with a Fabry-Perot (F-P) microcavity. The laser cavity can deliver several kinds of bound solitons with the fixed soliton separation of 4.7 ps, corresponding to the F-P cavity length of 700 μm. The single-shot spectra capturing technique reveals that the observed bound soliton is directly generated from continuous wave without experiencing single-soliton mode-locking process. The numerical results are in good agreement with the experimental observations and further confirm that the generation of bound solitons with locked separation is attributed to the F-P microcavity. The demonstration provides a versatile method to generate several types of separation-locked bound solitons by using F-P microcavity with diverse cavity lengths and reflectivities, which play vital roles in fiber sensor and optical information storage.