The ultra-narrow band spectrum filtering system based on double multi-layer dielectric (MLD) coating diffraction gratings can achieve the sub-nanometer scale ultra-narrow spectral filter width that cannot be realized by common narrow band filter. Using this system may greatly improve the signal-to-noise ratio and anti-jamming ability of laser light echo detection system. An ultra-narrow band spectral filter system based on dual MLD dispersion compensation gratings is designed, and theoretical simulation of the system aberration is made using CODE V software. The result shows that the system aberration can be ignored. Also, theoretical simulation of the filtering linewidth and effective energy transmittance of the system is made by Matlab software, which provides a relatively complete theoretical basis for choosing the optimal structure parameters to solve the actual filtering problem in actual situation. Finally, by using domestic multi-layer film dielectric gratings in the laboratory, we successfully transform the input laser with spectrum full-width at half-maxima (FWHM) of 0.3 nm into the output laser spectrum FWHM of 0.03 nm, which is at center wavelength band of 1064 nm.