Single-molecule magnets weakly coupled to two ferromagnetic leads act as memory devices in electronic circuits---their response depends on history, not just on the instantaneous applied voltage. We show that magnetic anisotropy introduces a wide separation of timescales between fast and slow relaxation processes in the system, which leads to a pronounced memory dependence in a wide intermediate time regime. We study the response to a harmonically varying bias voltage from slow to rapid driving within a master-equation approach. The system is not purely memristive but shows a partially capacitive response on short timescales. In the intermediate time regime the molecular spin can be used as the state variable in a two-terminal molecular memory device. ; Comment: 12+ pages, 12 figures