Recently Caputo and Fabrizio introduced a new derivative with fractional order without singular kernel. The derivative can be used to describe the material heterogeneities and the fluctuations of different scales. In this article, we derived a new discretization of Caputo–Fabrizio derivative of order α (1 < α < 2) and applied it into the Cattaneo equation. A fully discrete scheme based on finite difference method in time and Legendre spectral approximation in space is proposed. The stability and convergence of the fully discrete scheme are rigorously established. The convergence rate of the fully discrete scheme in H 1 norm is O ( τ 2 + N 1− m ), where τ , N and m are the time‐step size, polynomial degree and regularity in the space variable of the exact solution, respectively. Furthermore, the accuracy and applicability of the scheme are confirmed by numerical examples to support the theoretical results.