We introduce anisotropic Hölder spaces useful for the study of the regularity theory for non local kinetic operators whose prototypal example is \begin{equation} u (t,x,v) = \int_{^d} \frac{C_{d,s}}{|v - v’|^{d+2s}} (u(t,x,v’) - u(t,x,v)) d v’ + \langle v , \nabla_x \rangle + \partial_t, \quad (t,x,v)\in\times^{2d}. \end{equation} The Hölder spaces are defined in terms of an anisotropic distance relevant to the Galilean geometric structure on the operator is invariant with respect to. We prove an intrinsic Taylor-like formula, whose reminder is estimated in terms of the anisotropic distance of the Galilean structure. Our achievements naturally extend analogous known results for purely differential operators on Lie groups.

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