In this paper, we investigate numerical approximations of the scalar conservation law with the Caputo derivative, which introduces the memory effect. We construct the first order and the second order explicit upwind schemes for such equations, which are shown to be conditionally $\ell^1$ contracting and TVD... However, the Caputo derivative leads to the modified CFL-type stability condition, $ (\Delta t)^{\alpha} = O(\Delta x)$, where $\alpha \in (0,1]$ is the fractional exponent in the derivative. When $\alpha$ small, such strong constraint makes the numerical implementation extremely impractical. We have then proposed the implicit upwind scheme to overcome this issue, which is proved to be unconditionally $\ell^1$ contracting and TVD. Various numerical tests are presented to validate the properties of the methods and provide more numerical evidence in interpreting the memory effect in conservation laws. (read more)