We perform ultrafast pump-probe measurements on a nanometer-thick crystalline Bi-doped yttrium iron garnet film with perpendicular magnetic anisotropy. Tuning the photon energy of the pump laser pulses above and below the materials bandgap, we trigger ultrafast optical and spin dynamics via both one- and two-photon absorption. Contrary to the common scenario, the optically-induced heating of the system induces an increase up to 20% of the ferromagnetic resonance frequency. We explain this unexpected result in terms of a photo-induced modification of the magnetic anisotropy, i.e. of the effective field, identifying the necessary conditions to observe this effect. Our results disclose the possibility to optically increase the magnetic eigenfrequency in nanometer-thick magnets.