The paper investigates the initial problem for a linear system of ordinary differential equations with the fractional differentiation operator Dzhrbashyan -Nersesyan with constant coefficients. The existence and uniqueness theorems of the solution of the boundary value problem under study are proved. The solution is constructed explicitly in terms of the Mittag-Leffler function of the matrix argument. The Dzhrbashyan -Nersesyan operator is a generalization of the Riemann -Liouville, Caputo and Miller-Ross fractional differentiation operators. The obtained results as special cases contain results related to the study of initial problems for systems of ordinary differential equations with Riemann -Liouville, Caputo and Miller -Ross derivativess, and the investigated initial problem generalizes them.