Entangling quantum systems with different characteristics through the exchange of photons is a prerequisite for building future quantum networks. Proving the presence of entanglement between quantum memories for light working at different wavelengths furthers this goal. Here, we report on a series of experiments with a thulium-doped crystal, serving as a quantum memory for 794 nm photons, an erbium-doped fibre, serving as a quantum memory for telecommunication-wavelength photons at 1535 nm, and a source of photon pairs created via spontaneous parametric down-conversion. Characterizing the photons after re-emission from the two memories, we find non-classical correlations with a cross-correlation coefficient of $g^{(2)}_{12} = 53\pm8$; entanglement preserving storage with input-output fidelity of $\mathcal{F}_{IO}\approx93\pm2\%$; and non-locality featuring a violation of the Clauser-Horne-Shimony-Holt Bell-inequality with $S= 2.6\pm0.2$. Our proof-of-principle experiment shows that entanglement persists while propagating through different solid-state quantum memories operating at different wavelengths.