Using the Alternative Data Release of the TIFR GMRT Sky Survey (TGSS), we studied the low-frequency properties of FR0 radio galaxies, the large population of compact radio sources associated with red massive early-type galaxies revealed by surveys at 1.4 GHz. We considered TGSS observations from FR0CAT, a sample formed by 104 FR0s at z<0.05: all but one of them are covered by the TGSS, and 43 of them are detected above a 5 sigma limit of 17.5 mJy. No extended emission has been detected around the FR0s, corresponding to a luminosity limit of < 4 10^23 W/Hz over an area of 100 kpc x 100 kpc. All but eight FR0s have a flat or inverted spectral shape (alpha < 0.5) between 150 MHz and 1.4 GHz: this spectral behavior confirms the general paucity of optically thin extended emission within the TGSS beam, as is expected for their compact 1.4 GHz morphology. Data at 5 GHz were used to build their radio spectra, which are also generally flat at higher frequencies. By focusing on a sub-sample of FR0s with flux density > 50 mJy at 1.4 GHz, we found that ~75% of them have a convex spectrum, but with a smaller curvature than the more powerful gigahertz peaked-spectrum sources (GPS). The typical FR0s radio spectrum is better described by a gradual steepening toward high frequencies, rather than to a transition from an optically-thick to an optically-thin regime, possibly observed in only ~15% of the sample.