This letter investigates full-duplex (FD) compress-and-forward (CF) relaying under residual self-interference (RSI) at the relay. Modeling the RSI as a zero-mean additive white Gaussian signal with power proportional to the relay transmit power, we determine the achievable rates of FD-CF and show that it is not always best for the relay to utilize all of its transmission power. We then derive the optimal relay power that maximizes the achievable rate of FD-CF relaying. Comparing the FD-CF performance with its half-duplex (HD) counterpart, we provide an RSI threshold, beyond which FD-CF turns out to be worse than HD-CF. We compare FD-CF with full-duplex decode-and-forward (FD-DF) relaying under RSI and show, through simulations, that FD-CF is more sensitive to RSI than FD-DF.