We demonstrate, for the first time to the best of our knowledge, a monolithic multi-wavelength mode-locked distributed feedback (DFB) laser based on waveguide Bragg grating microcavities, achieving simultaneous three-wavelength lasing near 1.55 μm within a single cavity. The device exhibits a uniform free spectral range of 0.46 nm (57.4 GHz), a side mode suppression ratio exceeding 30 dB, and near-transform-limited pulses (6.25 ps, time-bandwidth product = 0.359). The structure requires only one metalorganic vapor phase epitaxy growth and a single III-V material dry etching step, significantly simplifying fabrication and enhancing reproducibility. By halving and doubling the central cavity length, we also demonstrate dual- and six-wavelength operation with free spectral ranges of 0.75 nm and 0.27 nm, respectively highlighting the design versatility in tailoring the channel count and repetition frequency. This compact platform enables seamless photonic integration with semiconductor optical amplifiers, electroabsorption modulators, and other on-chip components, making it suitable for dense wavelength division multiplexing, coherent optical communications, and photonic sensing.