A home-made semiconductor saturable absorber mirror （SESAM） with or without high reflectivity coating is incorporated in the cavity of a laser with an Nd∶Gd0.1Y0.9VO4 crystal as the laser material and a Z-type cavity. In this paper, we explore the effect of the SESAM on the mode-locking property of the laser. The threshold value of the mode locking was found to decreased from 1.69W to 1.45W and the mode locking was more stable with the high reflectivity coating SESAM. At a pump power of 2 W, stable continuous-wave mode locking was obtained with an average output power of 250mW at an optical conversion efficiency of 12.5% at the central wavelength of 1064nm and a repetition rate of 142.25MHz.