The theory of slice regular functions of a quaternionic variable on the unit ball of the quaternions was introduced by Gentili and Struppa in 2006 and nowadays it is a well established function theory, especially in view of its applications to operator theory. In this paper, we introduce the notion of fractional slice regular functions of a quaternionic variable defined as null-solutions of a fractional Cauchy-Riemann operators. We present a fractional Cauchy-Riemann operator in the sense of Riemann-Liouville and then in the sense of Caputo, with orders associated to an element of $(0,1)\times \mathbb R \times (0,1)\times \mathbb R$ for some axially symmetric slice domains which are new in the literature. We prove a version of the representation theorem, of the splitting lemma and we discuss a series expansion.
