We explore the properties of the large-scale environment of FR0 radio galaxies belonging to the FR0CAT sample which includes 104 compact radio sources associated with nearby (z<0.05) early-type galaxies. By using various estimators we find that FR0s live in regions of higher than the average galaxies density and a factor two lower density, on average, with respect to FRI radio galaxies. This latter difference is driven by the large fraction (63%) of FR0s located in groups formed by less than 15 galaxies, an environment which FRIs rarely (17%) inhabit. Beside the lack of substantial extended radio emission defining the FR0s class, this is the first significant difference between the properties of these two populations of low power radio galaxies. We interpret the differences in environment between FR0s and FRIs as the due to an evolutionary link between local galaxies density, BH spin, jet power, and extended radio emission.