This paper proposes and demonstrates an optoelectronic oscillator (OEO) for the generation of a microwave signal with a wide frequency tuning range. In the proposed OEO, a microwave photonic filter (MPF) is formed by a joint operation of a dual-parallel Mach–Zehnder (DP-MZM) and a phase-shifted fiber Bragg grating (PS-FBG). The DP-MZM is employed to generate a modulated signal which includes an optical carrier and odd-order sidebands. The PS-FBG is used as an optical notch filter to remove the sideband. Since the central frequency of the MPF can be shifted by changing the optical wavelength, the frequency tunability of the OEO is then realized by incorporating such an all-optical MPF into an optical domain dual-loop OEO without any electronic microwave filters. As a result, a microwave signal with a frequency-tuning range from 2.483 to 12.571 GHz is generated with its performance being evaluated.