Exponential Euler differences have undergone rapid development in recent years, and a variety of exponential Euler difference methods have become significant research topics. This chapter introduces a novel difference method called the Mittag–Leffler Euler difference for semi-linear problems of fractional order, which includes the exponential Euler difference. A set of theories and methods for studying Mittag–Leffler Euler difference equations has been constructed. This provides a new avenue for discussing discrete-time models of fractional order in science and engineering.