We demonstrate all-optical wavelength conversion (AOWC) of non-return-to-zero (NRZ) signal based on cross-gain modulation in a single heterogeneously integrated III-V-on-silicon semiconductor optical amplifier (SOA) with an optical bandpass filter. The SOA is 500 μm long and consumes less than 250 mW electrical power. We experimentally demonstrate 12.5 Gb/s and 40 Gb/s AOWC for both wavelength up and down conversion.