In this paper, the leader-following consensus problem of fractional-order multi-agent systems is considered via adaptive pinning control. The dynamics of leader and all followers with linear and nonlinear functions are investigated, respectively. We assume that the node should be pinned if its in-degree is less than its out-degree in the paper. Under this assumption and based on the stability theory of fractional-order differential systems, some leader-following consensus criteria are derived, which are easily obtained by matrix inequalities. The control of each agent using local information is designed and detailed analysis of the leader-following consensus is presented. The design technique is based on algebraic graph theory and the Riccati inequality. Several simulation examples are presented to demonstrate the effectiveness of the proposed method.