In the view of memory effect of hysteresis, this work aims to interpret hysteresis nonlinearities in terms of Riemann-Liouville fractional derivative which is a singular operator with memory and hereditary properties. For this purpose, Duhem hysteresis, a model defined by a first order differential equation, is considered and adapted to a fractional order differential equation. Since the fractional order Duhem hysteresis cannot be solved by an analytical scheme, Grünwald-Letnikov approximation is used to obtain numerical solutions. Thus, the effect of fractional order derivative to Duhem hysteresis is demonstrated with graphics obtained by this approximation and plotting using MATLAB. As a result, it is observed that the fractional order model exhibits hysteresis behavior for the orders that are smaller than 1.