In this brief review, we present the results of the fractional differential approach in cosmology in the context of the exact models of cosmological accelerated expansion obtained by several authors to date. Most of these studies are devoted to the problem of introducing fractional derivatives or fractional integrals into the classical General Relativity (GR). There are several observational and theoretical motivations to investigate the modified or alternative theories of GR. Among other things, we cover General Relativity modified by a phenomenological approach dealing with fractional calculus. At the same time, a sufficiently large number of exact solutions of the cosmological equations modified by this approach were obtained. Some of these models may be especially relevant in the light of solving the problem of late accelerated expansion of the universe. These studies are largely motivated by rapid progress in the field of observational cosmology that now allows, for the first time, precision tests of fundamental physics on the scale of the observable Universe. The purpose of this review is to provide a reference tool for researchers and students in cosmology and gravitational physics, as well as a self-contained, comprehensive and up-to-date introduction to the subject as a whole.