We report anti-Stokes photoluminescence (ASPL) phenomena for AlxGa1-xAs/GaInP2 heterostructures with a staggered (type-II) band lineup. The ASPL properties were investigated by PL, PL excitation, and time-resolved PL spectroscopy. We found that the ASPL could appear in both the GaInP-2) and AlxGa1-xAs layers adjacent to the type- II heterojunction when the excitation photon energy is higher than the interface-related, below-bandgap (BBG) luminescence energy. From the excitation intensity dependent PL measurements, we found that the GaInP2 ASPL intensity exhibits a nearly linear dependence on the excitation intensity. Time-resolved PL measurements were performed for the excitation energy between the bandgaps of GaInP2 and AlxGa1-xAs, as well as above the bandgap of the GaInP2 layer. The GaInP2 ASPL decay time of more than 100 ns was found to follow closely the decay of the BBG luminescence, whereas for excitation above the GaInP2 bandgap, the GaInP2 luminescence decays very rapidly (less than 1 ns). From these results, we propose that the energy up- conversion for the ASPL is via a two-step two-photon absorption process involving localized, long-lived carries near the interface.