A new method of depth resolved dispersion compensation to enhance the axial resolution in Fourier-domain optical coherence tomography is proposed. In this method dispersion of light over whole imaging depth range is compensated accurately with depth-resolved dispersion coefficients which are obtained by windowed Fourier transform of spectral interferogram. The proposed method can simultaneously compensate broadening and distortion of point spread function in different imaging depth compared to traditional dispersion compensation method where over and lack of dispersion compensation arise because a uniform dispersion coefficient is used. Results of computer simulation and experiments indicate that the proposed method can make a good dispersion compensation and improve axial resolution through the whole imaging depth of Fourier domain optical coherence tomography.