The capacitor is correct.
Make sure its a low-inductance type, or it wont do much good.
Whatever value you use, I recommend at least 50volt rating because of the (noise) power it might need to dissipate.
Other first thing is to make sure it really is fuel pump noise. If its a gas engine: Ignition noise exactly follows engine rpm. fuel pump noise doesnt so much, and it might start just before you crank the engine. Get a portable AM broadcast radio and a unused channel, hold it up near the pump wires when you have the vehicle jacked up.
When its all done, its always a good idea to install a braided strap on the exhaust pipe because its rubber mounted for vibration. It prevents the exhaust pipe from re-radiating such noises and generally makes your RF situation better.