We have studied the anti-Stokes photoluminescence (ASPL) of a type-II AlxGa1-xAs-GaInP2 heterojunction. We have found that the ASPL can appear in both layers adjacent to the heterojunction when the excitation photon energy is higher than the energy of below-band-gap (BEG) luminescence. The intensity of GaInP2-related ASPL shows an almost linear dependence on the excitation intensity. Time-resolved photoluminescence experiments reveal that the ASPL can be sustained as long as the BEG luminescence remains. Our results suggest that the energy up conversion for the ASPL is via a two-step two-photon absorption process involving localized, long-lived carriers near the type-II interface.