An arbitrarily switchable multi-wavelength Yb-doped fiber laser (YDFL) based on a phase-shifted long-period fiber grating (PS-LPFG) is proposed and demonstrated. The PS-LPFG, which was fabricated by a CO2 laser under asymmetric exposure, acts as a spectral filter with anisotropic transmission spectrum at different states of polarization. The capability of arbitrary wavelength switching can be attributed to the combination of the polarization-dependent loss (PDL) of the PS-LPFG and the nonlinear polarization rotation (NPR) effect. The method suggests a new possibility to achieve even more wavelengths output with an all-fiber format, arbitrarily switchable and tunable capability in the Yb-doped fiber laser system in a simple, stable and well controlled manner.