Electrodynamics of composite materials with fractal geometry is studied in the framework of fractional calculus. This consideration establishes a link between fractal geometry of the media and fractional integrodifferentiation. The photoconductivity in the vicinity of the electrode-electrolyte fractal interface is studied. The methods of fractional calculus are employed to obtain an analytical expression for the giant local enhancement of the optical electric field inside the fractal composite structure at the condition of the surface plasmon excitation. This approach makes it possible to explain experimental data on photoconductivity in the nano-electrochemistry.