Technology based on memristors, resistors with memory whose resistance depends on the history of the crossing charges, has lately enhanced the classical paradigm of computation with neuromorphic architectures. However, in contrast to the known quantized models of passive circuit elements, such as inductors, capacitors or resistors, the design and realization of a quantum memristor is still missing. Here, we introduce the concept of a quantum memristor as a quantum dissipative device, whose decoherence mechanism is controlled by a continuous-measurement feedback scheme, which accounts for the memory. Indeed, we provide numerical simulations showing that memory effects actually persist in the quantum regime. Our quantization method, specifically designed for superconducting circuits, may be extended to other quantum platforms, allowing for memristor-type constructions in different quantum technologies. The proposed quantum memristor is then a building block for neuromorphic quantum computation and quantum simulations of non-Markovian systems.