Using photonic crystal fiber (PCF) fabricated by ourselves, the changes of frequency spectrum and remarkable anti-Stokes phenomenon caused by a series of nonlinear effects have been observed through increasing the central wavelength λ0 of pump pulse to mainly make it located in the abnormal dispersion region. By adjusting the incidence angle of the coupling light, the first-higher-order mode is output from PCF. In the process of λ0 achieving and exceeding 820 nm which is the zero-dispersion wavelength of the first-higher-order mode, the working region of pump pulse is in abnormal dispersion region and the energy transform from pump pulse to anti-Stokes wave is increasing gradually. Especially when λ0 exceeds 860 nm, the intensity of anti-Stokes wave is five times more than the intensity of residual pump energy, and the transform-efficiency exceeds 80%.