A theoretical investigation with the symmetrical split-step Fourier method was presented on the nonlinear propagation and pulse compression of a femtosecond laser pulse at the anomalous region in a photonic crystal fiber. The effect of different pump wavelengths on nonlinear propagation and compression of ultra-short pulse was simulated and analyzed. It was concluded that in the case of the same initial peak power, the compression factor and peak power are the best, while the optimum fiber length is the shortest with the pump wavelength of 1000 nm among these pump wavelengths simulated. It was also found that the compression factor and peak power increase with initial peak power, while the optimum fiber length decrease. By using proper pump wavelengths and initial peak power, efficient pulse compression can be attained in photonic crystal fibers.