Currently, much interest is drawn to the analysis of optical and matter-wave modes supported by the fractional diffraction in nonlinear media. We predict a new type of such states in the form of domain walls (DWs) in the two-component system of immiscible fields. Numerical study of the underlying system of fractional nonlinear Schrödinger equations demonstrates the existence and stability of DWs at all values of the respective Lévy index (α<2), which determines the fractional diffraction, and at all values of the XPM/SPM ratio β in the two-component system above the immiscibility threshold. The same conclusion is obtained for DWs in the system which includes the linear coupling, alongside the XPM interaction between the immiscible components. Analytical results are produced for the scaling of the DW's width. The DW solutions are essentially simplified in the special case of β=3, as well as close to the immiscibility threshold. In addition to symmetric DWs, asymmetric ones are constructed too, in the system with unequal diffraction coefficients and/or different Lévy indices of the two components.