The phenomenon of pulse self-compression in temperature gradient controlled filamentation is demonstrated. 2.0×105 Pa argon gas sealed in quartz tube as the propagation medium,heating up at the focus,forms temperature gradient because of the heat conduction. At 25 ℃,the input pulse energy is 0.8 mJ,the output pulse self-compresses to 17 fs without dispersion compensation,and the Fourier transform limit pulse is 5.5 fs. When the energy is up to 2.7 mJ,and temperature gradient at the center is 450 ℃,the output pulse self-compresses to 19 fs and the Fourier transform limit pulse is 14.5 fs. The energy of self-compression increasees by nearly 2 mJ through temperature control,achieves the process from self-compression to single-filament pulse broadening and then multi-filamentation.