The solution of fractional-order differential problems requires in the majority of cases the use of some computational approach. In general, the numerical treatment of fractional differential equations is much more difficult than in the integer-order case, and very often non-specialist researchers are unaware of the specific difficulties. As a consequence, numerical methods are often applied in an incorrect way or unreliable methods are devised and proposed in the literature. In this paper we try to identify some common pitfalls in the use of numerical methods in fractional calculus, to explain their nature and to list some good practices that should be followed in order to obtain correct results