In the following chapter we describe a wavelet expansion theory for positivedefinite distributions over the real line and define a fractional derivative operator for complex functions in the distribution sense. In order to obtain a characterisation of the complex fractional derivative through the distribution theory, the Ortigueira-Caputo fractional derivative operator is rewritten as a convolution product according to the fractional calculus of real distributions. In particular, the fractional derivative of the Gabor-Morlet wavelet is computed together with its plots and main properties.