A narrow linewidth random fiber laser (RFL) using all grating fiber (AGF) as the random feedback media is designed and verified. A 130 m AGF is fabricated on the single mode optical fiber core which is made online by the drawing tower based on the phase mask method. Total 4.3×10⁵ fiber Bragg gratings (FBG) with 0.3 mm grating length are made on the 130 m AGF. The AGF is incorporated into a ring laser cavity consisting of an erbium-doped fiber amplifier, a fiber isolator and a narrow band optical filter via an optical circulator, and then a ring RFL is established. Results show that the RFL based on AGF can output continuous single mode laser with the maximum power of 1.26 mW when the RFL mode is selected by the narrowband optical filter. The threshold current is 75 mA and the slope efficiency is 56%. The RFL based on AGF with the narrow linewidth of 1.25 kHz and the optical signal-noise-rate of 75 dB is achieved with a 100 mA pump current. The relative intensity noise is -90 dB when the frequency is beyond 1 kHz. Compared with the traditional RFL feedback cavity which is based on discrete FBG, the RFL feedback cavity based on AGF can provide more random feedback points and more uniform randomness, which contributes to obtaining narrow linewidth for RFL.