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Schwartz}'s classic [Th\u00e9orie des distributions. Paris: Hermann (1966; Zbl 0149.09501)]. A distribution of finite order can be tested against a function that is not infinitely differentiable, which significantly extends the scope of the theory. However, the order is necessarily a (non-negative) integer. It is then natural to consider situations when test functions have non-integer smoothness. In other words, it is natural to consider H\u00f6lder distributions as functionals over H\u00f6lder test function spaces. However, such an extension of the classical situation is highly non-trivial due to particular functional analytic properties which any reasonable test function space should satisfy.  The authors perform a detailed analysis of possible and desirable candidates for test function spaces. By comparing three different families of H\u00f6lder test function spaces, they prove that the family denoted by \\( C_c ^{r, \\alpha+} (\\Omega) \\) serves well for  the above mentioned setting. On the basis of \\( C_c ^{r, \\alpha+} (\\Omega) \\), distributions of positive real  order denoted by  \\( \\mathcal{D}' _{(r+ \\alpha) +} (\\Omega) \\) are introduced and studied in detail. For example, it is shown that \\( C_c ^{r, \\alpha+} (\\Omega) \\) and \\( \\mathcal{D}' _{(r+ \\alpha) +} (\\Omega) \\) are not nuclear. Moreover, several examples and Fourier-analytic properties  (e.g., a version of the Paley-Wiener-Schwartz theorem) and convolution relations are given. The paper ends with a section with useful comments related to further extensions of the results.  The results are important, nontrivial, and many useful remarks are given throughout the paper, so that it could equally well be used as a brief survey of the 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