Fractional dynamics of relativistic particle is discussed. Derivatives of fractional orders with respect to proper time describe long-term memory effects that correspond to intrinsic dissipative processes. Relativistic particle subjected to a non-potential four-force is considered as a nonholonomic system. The nonholonomic constraint in fourdimensional space-time represents the relativistic invariance by the equation for fourvelocity u μ u μ + c 2 = 0, where c is a speed of light in vacuum. In the general case, the fractional dynamics of relativistic particle is described as non-Hamiltonian and dissipative. Conditions for fractional relativistic particle to be a Hamiltonian system are considered.