We show that the parabolic equation ut+(−Δ)su=q(x)|u|α−1u posed in a time-space cylinder (0,T)×RN and coupled with zero initial condition and zero nonlocal Dirichlet condition in (0,T)×(RN∖Ω), where Ω is a bounded domain, has at least one nontrivial nonnegative finite energy solution provided α∈(0,1) and the nonnegative bounded weight function q is separated from zero on an open subset of Ω. This fact contrasts with the (super)linear case α≥1 in which the only bounded finite energy solution is identically zero.