In this paper we study a fractional stochastic heat equation on R-d (d >= 1) with additive noise partial derivative/partial derivative t u(t, x) = D (alpha) under bar(delta) under baru(t, x) + b(u(t, x)) + (W) over dot(H) (t, x) where D (alpha) under bar(delta) under bar is a nonlocal fractional differential operator and (W) over dot(H) is a Gaussian-colored noise. We show the existence and the uniqueness of the mild solution for this equation. In addition, in the case of space dimension d = 1, we prove the existence of the density for this solution and we establish lower and upper Gaussian bounds for the density by Malliavin calculus.