In this paper we present a new type of fractional operator, which is a generalization of the Caputo and Caputo-Hadamard fractional derivative operators. We study some properties of the operator, namely we prove that it is the inverse operation of a generalized fractional integral. A relation between this operator and a Riemann-Liouville type is established. We end with a fractional Gronwall inequality type, which is useful to compare solutions of fractional differential equations.Mathematics Subject Classification 2010: 26A33, 34A08, 34A40.