Direct-current superconducting quantum interference device (dc-SQUID) based on intrinsic Josephson junction (IJJ) has been fabricated using Bi₂Sr₂CaCu₂O_8+δ (Bi-2212) films grown on MgO substrates with surface steps. The superconducting loop parallel to the film surface across the step edge contains two IJJ stacks along the edge. The number of crystallographically stacked IJJ for each SQUIDs were 40, 18 and 3. Those IJJ SQUIDs except for one with 40 stacked IJJs revealed clear periodic modulation of the critical current for the flux quanta through the loops. It is anticipated that phase locking of IJJ has an effect on the modulation depth of the IJJ dc-SQUID.