The simulation of open quantum dynamics has recently allowed the direct investigation of the features of system-environment interaction and of their consequences on the evolution of a quantum system. Such interaction threatens the quantum properties of the system, spoiling them and causing the phenomenon of decoherence. Sometimes however a coherent exchange of information takes place between system and environment, memory effects arise and the dynamics of the system becomes non-Markovian. Here we report the experimental realisation of a non-Markovian process where system and environment are coupled through a simulated transverse Ising model. By engineering the evolution in a photonic quantum simulator, we demonstrate the role played by system-environment correlations in the emergence of memory effects.