Anti-Stokes Raman scattering in sapphire fiber has been observed for the first time. Temperature dependence of Raman peaks' intensity, frequency shift, and linewidth were also measured. Three anti-Stokes Raman peaks were observed at temperatures higher than 300°C in a 0.72-m-long sapphire fiber excited by a second-harmonic Nd YAG laser. The intensity of anti-Stokes peaks are comparable to that of Stokes peaks when the temperature increases to 1033°C. We foresee the combination of sapphire fiber Stokes and anti-Stokes measurement in use as a mechanism for ultrahigh temperature sensing.