Protein generation has numerous applications in designing therapeutic antibodies and creating new drugs. Still, it is a demanding task due to the inherent complexities of protein structures and the limitations of current generative models. Proteins possess intricate geometry, and sampling their conformational space is challenging due to its high dimensionality. This paper introduces novel Markovian and non-Markovian generative diffusion models based on fractional stochastic differential equations and the Lévy distribution, allowing for a more effective exploration of the conformational space. The approach is applied to a dataset of 40,000 proteins and evaluated in terms of Fréchet distance, fidelity, and diversity, outperforming the state-of-the-art by 25.4%, 35.8%, and 11.8%, respectively.