Within the fractional derivative framework, we study thermomechanical models with memory and compare them with the classical Volterra theory. The fractional models involve significant differences in the type of kernels and predicts important changes in the behavior of fluids and solids. Moreover, an analysis of the thermodynamic restrictions provides compatibility conditions on the kernels and allows us to determine certain free energies, which in turn enables the definition of a topology on the history space. Finally, an analogous analysis is carried out for the phenomenon of heat propagation with memory.MSC 2010 : Primary 26A33; Secondary 33E12, 34A08, 34K37, 35R11, 60G22