A novel non-return-to-zero (NRZ) to return-to-zero (RZ) format converter for quaternary amplitude shift keying (4-ASK) signal is proposed based on phase-intensity modulators and one dispersion compensating fiber (DCF) module. The operation principle of the proposed converter is described theoretically. 20-Gb/s NRZ-4-ASK signal to RZ-4-ASK signal conversion is also experimentally demonstrated. The results show that 20-Gb/s NRZ-4-ASK signal could be successfully converted to RZ-4-ASK signal without wavelength shift and the pulse width of the converted signal is narrow. The timing-jitter of the converted signal is lower than the original one. The format converter could also be applied to multi-wavelength amplitude shift keying conversion.