Look similar to a sulphur larvae.
Why don't you raise it and see what happens - let us know.

Thanks Butterflyman - I'm not sure it was actually eating my fennel, maybe just looking for a place to pupate. It made a little chrysalis on the side of the container so hopefully I'll know in a week or two and will update.

Well there won't be a butterfly - It must've been parasitized. There were three tiny capsules on the bottom of the container and the chrysalis was empty. : (

Does anyone recognize this weed? I found two cats on it that look very much like the one in the photo above but smaller. I will post in the Name That Plant forum if no one knows. It's very small. The little flat seeds on it are about the size of the head of a pin or slightly larger and you can barely see the flowers. I've had a lot of this in my flower beds and have been pulling it.