We propose an approach to generate neuron-like spikes of vertical-cavity surface-emitting laser (VCSEL) by multi-frequency switching. A stable temporal spiking sequence has been realized both by numerical simulations and experiments with a pulse width of sub-nanosecond, which is 8 orders of magnitude faster than ones from biological neurons. Moreover, a controllable spiking coding scheme using multi-frequency switching is designed and a sequence with 20 symbols is generated at the speed of up to 1 Gbps by experiment. Furthermore, we investigate the factors related to time delay of spiking generation, including injection strength and frequency detuning. With proper manipulation of detuning frequency, the spiking generation delay can be controlled upto 60 ns, which is 6 times longer than the delay controlled by intensity. The multi-frequency switching provides another manipulation dimension for spiking generation and will be helpful to exploit the abundant spatial-temporal features of spiking neural network. We believe the proposed VCSEL-neuron, as a single physical device for generating spiking signals with variable time delay, will pave the way for future photonic spiking neural networks.