The differential transformation, an approach based on Taylor’s theorem, is proposed as convenient for finding an exact or approximate solution to the initial value problem with multiple Caputo fractional derivatives of generally non-commensurate orders. The multi-term differential equation is first transformed into a multi-order system and then into a system of recurrence relations for coefficients of formal fractional power series. The order of the fractional power series is discussed in relation to orders of derivatives appearing in the original equation. Application of the algorithm to an initial value problem gives a reliable and expected outcome including the phenomenon of symmetry in choice of orders of the differential transformation of the multi-order system.