In this paper we develop a theory of slice regular functions on a real alternative algebra $A$. Our approach is based on a well--known Fueter's construction. Two recent function theories can be included in our general theory: the one of slice regular functions of a quaternionic or octonionic variable and the theory of slice monogenic functions of a Clifford variable. Our approach permits to extend the range of these function theories and to obtain new results. In particular, we get a strong form of the fundamental theorem of algebra for an ample class of polynomials with coefficients in $A$ and we prove a Cauchy integral formula for slice functions of class $C^1$.

32 pages - accepted for publication in Advances in Mathematics