In this paper, we introduce several new types of partial fractional derivatives in the continuous setting and the discrete setting. We analyze some classes of the abstract fractional differential equations and the abstract fractional difference equations depending on several variables, providing a great number of structural results, useful remarks and illustrative examples. Concerning some specific applications, we would like to mention here our investigation of the fractional partial differential inclusions with Riemann–Liouville and Caputo derivatives. We also establish the complex characterization theorem for the multidimensional vector-valued Laplace transform and provide certain applications.