We study the heavy quark dynamics in the presence of memory within the framework of a generalized Langevin equation. Time correlated thermal noise with power-law decay is generated by a fractional differential equation, formulated using the Caputo fractional derivative with order parameter . The effect of memory is calculated through the momentum correlation, the time evolution of the average squared momentum, the average squared displacement, and the average kinetic energy. The effect of memory is further studied for the higher normalised central moments of the heavy quark transverse-momentum distribution. The results indicate that time correlated thermal noise substantially influences heavy quark dynamics in the quark gluon plasma.

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