We verified the insertion effect of a cyclic prefix (CP) in an all-optical fractional orthogonal frequency division multiplexing (FrOFDM) system. CP is an essential technique for reducing inter-channel interference in conventional OFDM. Because a FrOFDM signal is generated by a fractional Fourier transform, which is a generalization of the Fourier transform, a CP is also effective for a FrOFDM signal. The measured bit error rate of a 4×10 Gbit/s DBPSK all-optical FrOFDM system showed that the CP improves the signal quality even if the performance of the time gate is insufficient.