A new class of low-power compact radio sources with limited jet structures, named FR 0, is emerging from recent radio-optical surveys. This abundant population of radio galaxies, five times more numerous than FR Is in the local Universe (z < 0.05), represent a potentially interesting target at high and very-high energies (greater than 100 GeV), as demonstrated by a single case of Fermi detection. Furthermore, these radio galaxies have been recently claimed to contribute non-negligibly to the extra-galactic γ-ray background and to be possible cosmic neutrino emitters. Here, we review the radio through X-ray properties of FR 0s to predict their high-energy emission (from MeV to TeV), in light of the near-future facilities operating in this band.