We consider a nonlinear pseudo-differential equation driven by the fractional p-Laplacian (−∆) s p with s ∈ (0, 1) and p 2 (degenerate case), under Dirichlet type conditions in a smooth domain Ω. We prove that local minimizers of the associated energy functional in the fractional Sobolev space W s,p 0 (Ω) and in the weighted Hölder space C 0 s (Ω), respectively, do coincide.2010 Mathematics Subject Classification. 35D10, 35R11, 47G20.