In this field of research, in order to solve fuzzy fractional differential equations, they are normally transformed to their corresponding crisp problems. This transformation is called the embedding method. The aim of this paper is to present a new direct method to solve the fuzzy fractional differential equations using fuzzy calculations and without this transformation. In this work, the fuzzy generalized Taylor expansion by using the sense of fuzzy Caputo fractional derivative for fuzzy-valued functions is presented. For solving fuzzy fractional differential equations, the fuzzy generalized Euler’s method is introduced and applied. In order to show the accuracy and efficiency of the presented method, the local and global truncation errors are determined. Moreover, the consistency, convergence, and stability of the generalized Euler’s method are proved in detail. Eventually, the numerical examples, especially in the switching point case, show the flexibility and the capability of the presented method.