Single longitudinal mode (SLM) distributed feedback (DFB) lasers with a linewidth lower than a few kHz find applications in many coherent detection systems. In this paper, we proposed and experimentally demonstrated a novel method to compress the linewidth of a SLM DFB laser by utilizing a dual-cavity feedback structure (DCFS). The DCFS first provides optical self-injection feedback to compress the laser linewidth, and then the two feedback lengths are carefully optimized to achieve SLM output via the Vernier principle and the suppression of modes overlapping between two cavities. The linewidthes of 1 MHz and 200 kHz were successfully compressed to ~2.7 and 1.5 kHz with a side mode suppression ratio of 38 and 45 dB, respectively. The stability of the DCFS output power can be controlled within ~0.21%. Our method provides a simple, effective, low cost way to achieve DFB linewidth compression, which will greatly improve the performance of coherent detection systems using DFB laser as sources.