This work, for the first time, demonstrates the generation of the bound soliton states in a nonlinear multimodal interference (NL-MMI) based ytterbium-doped all-normal-dispersion dissipative soliton mode-locking laser. Further, up to the third harmonic mode-locked bound soliton states with rotating phase difference can be generated under the appropriate optimization of the laser cavity parameters. Furthermore, the evolution dynamics and compressibility of the harmonic mode-locked bound soliton states have also been respectively investigated in order to reveal the temporal distribution characteristics of the highly chirped bound soliton states and inter-pulse separation after dispersion compensation.