Let X(t) (t ∈ R) be a fractional Brownian motion of index α in Rd. If 1 < αd , then there exists a positive finite constant K such that with probability 1, φ-p(X([0, t])) = Kt for any t > 0 , where φ(s) = s 1 α /(log log 1 s ) 1 2α and φ-p(X([0, t])) is the φ-packing measure of X([0, t]).