In this paper, we investigate a terminal value problem for stochastic fractional diffusion equations with Caputo–Fabrizio derivative. The stochastic noise we consider here is the white noise taken value in the Hilbert space W. The main contribution is to investigate the well-posedness and ill-posedness of such problem in two distinct cases of the smoothness of the Hilbert scale space Wν (see Assumption 3.1), which is a subspace of W. When Wν is smooth enough, i.e. the parameter ν is sufficiently large, our problem is well-posed and it has a unique solution in the space of Hölder continuous functions. In contract, in the different case when ν is smaller, our problem is ill-posed; therefore, we construct a regularization result.