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We study the large time behaviour of the solutions of a nonlocal regularisation of a scalar conservation law. This regularisation is given by a fractional derivative of order $1+\alpha$, with $\alpha \in (0,1)$, which is a Riesz-Feller operator. The nonlinear flux is given by the locally Lipschitz function ${\left|u\right|}^{q-1}u/q$ for $q>1$. We show that in the sub-critical case, $1<q<1+\alpha$, the large time behaviour is governed by the unique entropy solution of the scalar conservation law. Our proof adapts the proofs of the analogous results for the local...