In this paper, we first define generalized shifted Jacobi polynomial on interval and then use it to define Jacobi wavelet. Then, the operational matrix of fractional integration for Jacobi wavelet is being derived to solve fractional differential equation and fractional integro-differential equation. This method can be seen as a generalization of other orthogonal wavelet operational methods, e.g. Legendre wavelets, Chebyshev wavelets of 1st kind, Chebyshev wavelets of 2nd kind, etc. which are special cases of the Jacobi wavelets. We apply our method to a special type of fractional integro-differential equation of Fredholm type.