We demonstrate the first proof of principle differential phase shift (DPS) quantum key distribution (QKD) using narrow-band heralded single photons with amplitude-phase modulations. In the 3-pulse case, we obtain a quantum bit error rate (QBER) as low as 3.06% which meets the unconditional security requirement. As we increase the pulse number up to 15, the key creation efficiency approaches 93.4%, but with a cost of increasing the QBER. Our result suggests that narrow-band single photons maybe a promising source for the DPS-QKD protocol.