This work deals with concepts of non-differentiability and a non-integer order differential on timescales. Through an investigation of a local non-integer order derivative on timescales, a mean value theorem (a fractional analog of the mean value theorem on timescales) is presented. Then, by illustrating a vanishing property of this derivative, its objectivity is discussed. As a first-hand result, the potentials and capability of this fractional derivative connected to nonsmooth analysis, including non-differentiable paths and a class of self-similar fractals, are stated. It is stated that the non-integer order derivative never vanishes almost everywhere. It has been shown that with the help of changing the order of differentiability on a q-timescale, the non-differentiability disappears.
