This paper deals with GPU computing of special mathematical functions that are used in Fractional Calculus. The graphics processing unit (GPU) has grown to be an integral part of nowadays’s mainstream computing structures. The special mathematical functions are an integral part of Fractional Calculus. This paper deals with a novel parallel approach for computing special mathematical functions used in Fractional Calculus. NVIDIA’s GPU hardware is used to speed up the parallel algorithm. A comparison of the sequential code, vectorized code and GPU code is performed. We have successfully reduced the computation time of special mathematical functions using the parallel computing capabilities of GPU.