We experimentally demonstrated a diode-pumped Kerr-lens mode-locked femtosecond laser with a Yb:CaYAlO_4 crystal as the gain medium. Pulse duration as short as 33 fs was obtained directly from the oscillator at a repetition rate of 115 MHz. The central wavelength was at 1059 nm with a spectral bandwidth of 49 nm. These are, to the bestof our knowledge, the shortest pulses generated from a Yb:CaYAlO_4 oscillator. We experimentally demonstrated a diode-pumped Kerr-lens mode-locked femtosecond laser with a Yb: CaYAlO 4 crystal as the gain medium. Pulse duration as short as 33 fs was obtained directly from the oscillator at a repetition rate of 115 MHz. The central wavelength was at 1059 nm with a spectral bandwidth of 49 nm. These are, to the best of our knowledge, the shortest pulses generated from a Yb: CaYAlO_4 oscillator.