Multi-wavelength erbium- doped fiber lasers (MW- EDFL), which play an important role in dense wavelength division multiplexing (DWDM), have been the focus of optical communications in recent years. The history of MW- EDFL is reviewed briefly. The operating principle of MW- EDFL is reviewed, including the suppression of mode competition to obtain the multi-wavelength output. The principle of comb filters, including the Lyot filter, Sagnac interference loop and Mach- Zehnder interferometer, is discussed in detail. The recent research achievements of MW- EDFL are introduced and their pros and cons are analyzed. Moreover, their promising future is presented.