A fractional calculus concept is considered in the framework of a Volterra type integro-differential equation, which is employed for the self-consistent description of the high-gain free-electron laser (FEL). It is shown that the Fox H-function is the Laplace image of the kernel of the integro-differential equation, which is also known as a fractional FEL equation with Caputo–Fabrizio type fractional derivative. Asymptotic solutions of the equation are analyzed as well.