The wavelength conversion based on four-wave mixing (FWM) in semiconductor optical amplifier (SOA) for a variety of modulation formats is demonstrated. As for nonreturn-to-zero (NRZ) format, the single-to-triple channel wavelength conversion is reported. The modulation speed varies from 10 Gb/s to 40 Gb/s. As for return-to-zero (RZ) format, the wavelength conversion at 20 Gb/s and 40 Gb/s is realized. As for carrier suppressed RZ (CSRZ) format, the 40 Gb/s wavelength conversion is achieved. A notch filter made by fiber Bragg grating is used to separate the conjugated light and the pump light. As for NRZ-differential phase shift keying (DPSK) format, the wavelength conversion at 20 Gb/s and 40 Gb/s is realized. A home-made fiber delayed interferometer (FDI) is employed to demodulate the converted DPSK signal. The output extinction ratio (ER) of the converted signal based on FWM is higher than 7 dB, and the ER degradation is about 3 dB.