Fractional derivative has a history as long as that of classical calculus, but it is much less popular than it should be. What is the physical meaning of fractional derivative? This is still an open problem. In modeling various memory phenomena, we observe that a memory process usually consists of two stages. One is short with permanent retention, and the other is governed by a simple model of fractional derivative. With the numerical least square method, we show that the fractional model perfectly fits the test data of memory phenomena in different disciplines, not only in mechanics, but also in biology and psychology. Based on this model, we find that a physical meaning of the fractional order is an index of memory.