In this paper, by applying a generalized extended fractional differintegral operator $S_{\lambda,\mu,\eta}^{0,z}$ ($z \in \triangle$; $p \in \mathbb{N}$; $\mu,\eta \in \mathbb{R}$; $\mu < p + 1$; $-\infty < \lambda < \eta + p + 1$) we define a new class convex functions $C V_{\lambda,\mu,\eta}^{p}(\alpha;A,B)$ and several sharp inclusion relationships and other interesting properties were discussed by using the techniques of differential subordination.