We investigate the differentiability property of the drift-diffusion equation with
nonlocal Lévy-type diffusion at either supercritical- or critical-type cases. Under the
suitable conditions on the velocity field and the forcing term in terms of the spatial
Hölder regularity, and for the initial data without regularity assumption, we show
the a priori differentiability estimates for any positive time. If additionally the
velocity field is divergence-free, we also prove that the vanishing viscosity weak
solution is differentiable with some Hölder continuous derivatives for any positive
time.