When developing coarse‐grained models of complex processes out of equilibrium, one encounters the non‐stationary generalized Langevin equation. The most important feature of this equation is the presence of a non‐stationary memory kernel. Here, a method is presented to infer this memory kernel from MD simulation data in non‐equilibrium processes. The method provides an improvement of a previously published numerical scheme, the applicability of which is limited by a truncation problem. As an illustration, the method is applied to ion dissociation of NaCl in water, for which non‐trivial dampened oscillations are observed in the memory kernel.