See Theorem 3.4.3, page 93, of [these notes][1] for a detailed proof of the fact that $T: H\to H$ is Fredholm if and only if there exists $Q:H\to H$ such that $QT-1$ is compact. If $Q=(\lambda-T)^{-1}$ is compact then $$Q T= Q(T-\lambda)+\lambda Q=1+\lambda Q$$ so that $$ QT-1=\lambda Q =\mbox{compact}. $$ [1]: http://www.nd.edu/~lnicolae/Pseudo.pdf