We study the action of composition operators on Sobolev spaces of analytic functions having fractional derivatives in some weighted Bergman space or Hardy space on the unit disk. Criteria for when such operators are bounded or compact are given. In particular, we find the precise range of orders of fractional derivatives for which all composition operators are bounded on such spaces. Sharp results about boundedness and compactness of a composition operator are also given when the inducing map is polygonal.