We propose a wavelength conversion scheme for chaotic optical communications (COC) based on a Fabry-Perot (FP) laser diode. The FP laser, as a wavelength converter, is injection-locked at one of longitudinal modes by an external continuous-wave (CW) light. The simulation results demonstrated that the chaos masked signal at wavelength \lambda1, which corresponds to the other longitudinal mode of FP laser, can be converted to the injection-locked mode (wavelength \lambda 2) based on cross-gain modulation in a closed-loop COC link. A 1.2-GHz chaos masked sinusoidal signal is successfully decoded with signal-to-noise ratio (SNR) beyond 8 dB in 15-nm wavelength conversion range, and the effects of SNR on the signal frequency and conversion span are also investigated.