The paper presents a rigorous derivation of the velocity autocorrelation function for an anomalously diffusing slow solute particle in a bath of fast solvent molecules. The result is obtained within the framework of the generalized Langevin equation and uses only scaling arguments and identities which are based on asymptotic analysis. It agrees with the velocity autocorrelation function of an anomalously diffusing Rayleigh particle whose dynamics is described by a fractional Ornstein-Uhlenbeck process in velocity space. A simple semi-analytical example illustrates under which conditions the latter model is appropriate.