Several phenomena from natural sciences can be described by partial differential equations of Sobolev-type. On the other hand, it was shown that in many cases, the use of fractional derivatives provides a more realistic model than the use of standard derivatives. The goal of this paper is to study the nonexistence of weak solutions to a time-fractional differential inequality of Sobolev-type. Namely, we give sufficient conditions for the nonexistence or equivalently necessary conditions for the existence. Our method makes use of the nonlinear capacity method, which consists in making an appropriate choice of test functions in the weak formulation of the problem. This technique has been employed in previous papers for some classes of time-fractional differential inequalities of Sobolev-type posed on the whole space RN. The originality of this work is that the considered problem is posed on an annulus domain, which leads to some difficulties concerning the choice of adequate test functions.