This paper offers a novel mathematical approach, the modified Fractional-order Steepest Descent Method (FSDM) for training BackPropagation Neural Networks (BPNNs); this differs from the majority of the previous approaches and as such. A promising mathematical method, fractional calculus, has the potential to assume a prominent role in the applications of neural networks and cybernetics because of its inherent strengths such as long-term memory, nonlocality, and weak singularity. Therefore, to improve the optimization performance of classic first-order BPNNs, in this paper we study whether it could be possible to modified FSDM and generalize classic first-order BPNNs to modified FSDM based Fractional-order Backpropagation Neural Networks (FBPNNs). Motivated by this inspiration, this paper proposes a state-of-the-art application of fractional calculus to implement a modified FSDM based FBPNN whose reverse incremental search is in the negative directions of the approximate fractional-order partial derivatives of the square error. At first, the theoretical concept of a modified FSDM based FBPNN is described mathematically. Then, the mathematical proof of the fractional-order global optimal convergence, an assumption of the structure, and the fractional-order multi-scale global optimization of a modified FSDM based FBPNN are analysed in detail. Finally, we perform comparative experiments and compare a modified FSDM based FBPNN with a classic first-order BPNN, i.e., an example function approximation, fractional-order multi-scale global optimization, and two comparative performances with real data. The more efficient optimal searching capability of the fractional-order multi-scale global optimization of a modified FSDM based FBPNN to determine the global optimal solution is the major advantage being superior to a classic first-order BPNN.