In this paper, a full-duplex analog radio over fiber scheme based on wavelength division multiplexing passive optical network (A-RoF-WDM-PON) is proposed for the 5G mobile fronthaul (MFH). For the downlink, a flexible switching of the frequency-band covering sub-6G and millimeter wave (MMW) is enabled by the combination of a polarization controller and a polarizer. The colorless and simple remote radio head (RRH) is realized by the wavelength reuse and phase modulation of the upstream (US) signal. For the uplink, the high-frequency US signal can be photonic down-converted to an immediate frequency (IF) with the assistance of the 2nd order harmonic of the electrical local oscillator (ELO) and the coherent detection is employed to improve the receiver sensitivity. The proposed scheme is experimentally demonstrated by the transmission of a 100-Msym/s 16-QAM downstream (DS) signal over 25 km single-mode fiber (SMF) and a 100-Msym/s 16-QAM US signal over 10 km SMF. The experimental results show that the error vector amplitudes (EVMs) for downlink at frequency bands of 3.5 GHz, 12.5 GHz and 21.5 GHz are 6.30%, 5.90% and 7.15% respectively. The EVM of US signal at 19 GHz is 7.64%. The EVM performance versus the received optical power for both up- and down-link are also measured. Additionally, a dual-wavelength multiplexing transmission is carried out, the measured EVMs in one wavelength channel are 7.65%, 7.63%, 11.33% and 8.47%, and the EVMs for the other wavelength channel are 8.09%, 7.74%, 11.45% and 8.42%, which meets the standard of the Third Generation Partnership Program (3GPP).