In this work, we study the existence, uniqueness, and continuous dependence of solutions for a class of fractional differential equations by using a generalized Riesz fractional operator. One can view the results of this work as a refinement for the existence theory of fractional differential equations with Riemann–Liouville, Caputo, and classical Riesz derivative. Some special cases can be derived to obtain corresponding existence results for fractional differential equations. We provide an illustrated example for the unique solution of our main result.