A scheme of Doppler-free spectroscopy is experimentally demonstrated with a co-propagating control laser locking to an atomic hyperfine transition, and the differential transmission of the probe and the reference laser is detected. Crossover resonances are eliminated by selecting the class of atoms with zero velocity in the direction of beam propagation. In addition, the sub-Doppler spectrum experiences optical gain compared to the conventional saturated-absorption spectrum as a result of optical pumping.