We argue that (TMTSF)_2 PF_6 compound under pressure is likely a triplet superconductor with a vector order parameter d(k) \equiv (d_a(k) \neq 0, d_c(k) = ?, d_{b'}(k) = 0); |d_a(k)| > |d_c(k)|. It corresponds to an anisotropic spin susceptibility at T=0: \chi_{b'} = \chi_0, \chi_a \ll \chi_0, where \chi_0 is its value in a metallic phase. [The spin quantization axis, z, is parallel to a so-called b'-axis]. We show that the suggested order parameter explains why the upper critical field along the b'-axis exceeds all paramagnetic limiting fields, including that for a nonuniform superconducting state, whereas the upper critical field along the a-axis (a \perp b') is limited by the Pauli paramagnetic effects [I. J. Lee, M. J. Naughton, G. M. Danner and P. M. Chaikin, Phys. Rev. Lett. 78, 3555 (1997)]. The triplet order parameter is in agreement with the recent Knight shift measurements by I. J. Lee et al. as well as with the early results on a destruction of superconductivity by nonmagnetic impurities and on the absence of the Hebel-Slichter peak in the NMR relaxation rate.