A microwave photonic filter (MPF) based on multi-wavelength fiber laser and infinite impulse response (IIR) is proposed. The filter uses a multi-wavelength fiber laser as the light source, two sections of polarization maintaining fiber (PMF) and three polarization controllers (PCs) as the laser frequency selection device. By adjusting the PC to change the effective length of the PMF, the laser can obtain three wavelength spacings, which are 0.44 nm, 0.78 nm and 1.08 nm, respectively. And the corresponding free spectral ranges (FSRs) are 8.46 GHz, 4.66 GHz and 3.44 GHz, respectively. Thus changing the wavelength spacing of the laser can make the FSR variable. An IIR filter is introduced based on a finite impulse response (FIR) filter. Then the 3-dB bandwidth of the MPF is reduced, and the main side-lobe suppression ratio (MSSR) is increased. By adjusting the gain of the radio frequency (RF) signal amplifier, the frequency response of the filter can be enhanced.