Deep neural networks are the driving force of the recent explosion of machine learning applications in everyday life. However, they usually require a lot of training data to work well, and they act as black-boxes, making predictions without any explanation about them. This paper presents Memory Wrap, a module (i.e, a set of layers) that can be added to deep learning models to improve their performance and interpretability in settings where few data are available. Memory Wrap adopts a sparse content-attention mechanism between the input and some memories of past training samples. We show that adding Memory Wrap to standard deep neural networks improves their performance when they learn from a limited set of data, and allows them to reach comparable performance when they learn from the full dataset. We discuss how the analysis of its structure and content-attention weights helps to get insights about its decision process and makes their predictions more interpretable, compared to the same networks without Memory Wrap. We test our approach on image classification tasks using several networks on three different datasets, namely CIFAR10, SVHN, and CINIC10.