The response of tall buildings to gust buffeting is usually evaluated assuming that the structural damping is of a viscous nature. In addition, when dampers are incorporated in the design to mitigate the response, their effect is allowed for increasing the building modal damping ratios by a quantity corresponding to the additional energy dissipation arising from the presence of the devices. Even though straightforward, this procedure has some degree of inaccuracy due to the existence of a memory effect, associated with the damping mechanism, which is neglected by a viscous model. In this paper a more realistic viscoelastic model is used to evaluate the response to gust buffeting of tall buildings provided with energy dissipation devices. Both cases of viscous and hysteretic inherent damping are considered, while for the dampers a generic viscoelastic behaviour is assumed. The Laguerre Polynomial Approximation is used to write the equations of motion and find the frequency response functions. The procedure is applied to a 25-story building to quantify the memory effects, and the inaccuracy arising when the latter is neglected.