Bound states of double pulses with different wavelengths are observed in a Tm-doped passively mode-locked fiber laser with near-zero net cavity group-velocity dispersion and strong third-order dispersion. The double pulses in the bound states exhibit different pulse durations and peak powers. Simulations show that the two pulses experience different compressing and broadening processes during the intra-cavity evolution. This demonstration reveals the existence of a new form of bound states and enriches the nonlinear dynamics of multi-pulse mode locking.