We have theoretically and experimentally investigated all optical wavelength conversion based on four-wave mixing (FWM) in a semiconductor optical amplifier (SOA). Pump and signal lightwaves are generated from two different distributed feedback laser diodes (DFB-LDs). 2 Gbit/s orthogonal frequency division multiplexing (OFDM) is used to modulate directly on the signal CW lightwave. The modulated signal lightwave and pump are coupled and then amplified before they are injected into the SOA for wavelength conversion based on four wave mixing effect. Experimental result shows that the newly converted wavelength signals copy the original OFDM signals and its conversion efficiency of the converted signals are proportional to the amplitudes of the input signal and the pumps under the condition of SOA non-saturation. The polarization angle between the pump and signal lightwave affects the optical power of the converted OFDM signal. The bit error rate (BER) curves and receive constellation are also measured.