In this paper, a novel data-driven model-free adaptive fractional-order sliding mode controller with prescribed performance is proposed for the shape memory alloy (SMA) actuator. Due to the strong asymmetric saturated hysteresis nonlinear characteristics of the SMA actuators, it is not easy to establish an accurate model and develop an effective controller. Therefore, we present a controller without using the model of the SMA actuators. In other words, the proposed controller depends merely on the input/output (I/O) data of the SMA actuators. To obtain the reasonable compensation for hysteresis, enhance the noise robustness of the controller, and reduce the chattering, a fractional-order sliding mode controller with memory characteristics is employed to improve the performance of the controller. In addition, the prescribed performance control (PPC) strategy is introduced in our work to guarantee the tracking errors converge to a sufficiently small boundary and the convergence rate is not less than a predetermined value which are significant and considerable in practical engineering applications of the SMA actuator. Finally, experiments are carried out, and results reveal the effectiveness and success of the proposed controller. Comparisons with the classical Proportional Integral Differential (PID), model-free adaptive control (MFAC), and model-free adaptive sliding mode control (MFAC-SMC) are also performed.