A novel method to realize a highly nonlinear photonic crystal fiber (PCF) is reported. In this method, the core of the hollow core-PCF (HC-PCF) is filled with highly nonlinear liquids, such as carbon disulfide, chloroform and methylbenzene. The transmitting characteristics, fundamental mode distribution and dispersion features of the liquid-filled PCFs are studied by using the full-vector finite element method. Numerical results indicate that the zero-dispersion wavelength of the liquid-filled PCF can be tuned around 800 nm. And the propagation of femtosecond pulses laser with central wavelength at 800 nm through the liquid-filled PCF in its anomalous dispersion regime is numerically simulated. As the liquid-filled PCF demonstrates highly nonlinear coefficient, the liquid-filled PCF is capable to generate dramatically broadened supercontinuum about 1000 nm through several micrometers distance.