In this paper, we numerically investigate the chaotic behaviors of a fractional-order system. We find that chaotic behaviors exist in the fractional-order system with an order being less than 3. The lowest order we find to have chaos is 2.4 in such system. In addition, we numerically simulate the continuances of the chaotic behaviors in the fractional-order system with orders ranging from 2.7 to 3. Finally, a simple, but effective, linear state feedback controller is proposed for controlling the fractional-order chaotic system based on an inverse optimal control approach. Numerical simulations show the effectiveness and feasibility of the proposed controller.