We propose and demonstrate experimentally a dual-wavelength DFB laser based on a four phase-shifted sampled Moiré grating (4PS-SMG). By designing 4PS gratings with different sampling periods on each side of the ridge waveguide, an equivalent introduction of two phase shifts within the cavity is achieved, enabling the device to exhibit dual-wavelength lasing. The sampling periods of the 4PS-SMG on each side of the ridge waveguide are 4668 nm and 4609 nm, respectively. The 59 nm difference in sampling periods can be realized with high quality through electron beam lithography (EBL). Additionally, the sidewall grating structure requires only one exposure to define both the ridge waveguide and the grating, avoiding issues related to misalignment between the grating and the ridge waveguide. When injecting current into the DFB laser within the 130 mA to 210 mA range, the device delivers exceptional dual-wavelength performance, featuring a power difference of less than 2 dB between the two primary modes. The device provides a high-quality radio frequency (RF) signal at 39.4 GHz, with a narrow linewidth of around 5.0 MHz.