The aim of this thesis is focused on the two different method to achieve dual-wavelength self-mode-locked Nd:YAG lasers. First of all, we utilize a specific coated output coupler to realize a dual-wavelength self-mode-locked Nd:YAG laser in a short cavity. In the experiment, the dual wavelength at 1064 and 1123 nm can be stably emitted by modulated the cavity losses. A train of ultrashort pulses with a repetition rate up to 14.7 THz can be observed in a mode-locked pulse owing to the optical beating. In the second experiment, we use the monolithic Nd:YAG lasers to generate two orthogonally polarized mode-locked components. The beat frequency between two orthogonally polarized mode-locked components is observed. It is found that the beat frequency increases linearly with increasing the applied stress. The beating frequency range from MHz to several GHz, highest to 1.48GHz.