Communication efficiency plays an important role in accelerating the distributed training of Deep Neural Networks (DNN). All-reduce is the key communication primitive to reduce model parameters in distributed DNN training. Most existing all-reduce algorithms are designed for traditional electrical interconnect systems, which cannot meet the communication requirements for distributed training of large DNNs. One of the promising alternatives for electrical interconnect is optical interconnect, which can provide high bandwidth, low transmission delay, and low power cost. We propose an efficient scheme called WRHT (Wavelength Reused Hierarchical Tree) for implementing all-reduce operation in optical interconnect system, which can take advantage of WDM (Wavelength Division Multiplexing) to reduce the communication time of distributed data-parallel DNN training. We further derive the minimum number of communication steps and communication time to realize the all-reduce using WRHT. Simulation results show that the communication time of WRHT is reduced by 75.59%, 49.25%, and 70.1% respectively compared with three traditional all-reduce algorithms simulated in optical interconnect system. Simulation results also show that WRHT can reduce the communication time for all-reduce operation by 86.69% and 84.71% in comparison with two existing all-reduce algorithms in electrical interconnect system.