We apply capacities to explore the space–time fractional dissipative equation: (0.1)

$$ \begin{align} \left\{\begin{aligned} &\partial^{\beta}_{t}u(t,x)=-\nu(-\Delta)^{\alpha/2}u(t,x)+f(t,x),\quad (t,x)\in\mathbb R^{1+n}_{+},\\ &u(0,x)=\varphi(x),\ x\in\mathbb R^{n}, \end{aligned}\right. \end{align} $$

where $\alpha>n$ and $\beta \in (0,1)$. In this paper, we focus on the regularity and the blow-up set of mild solutions to (0.1). First, we establish the Strichartz-type estimates for the homogeneous term $R_{\alpha ,\beta }(\varphi )$ and inhomogeneous term $G_{\alpha ,\beta }(g)$, respectively. Second, we obtain some space–time estimates for $G_{\alpha ,\beta }(g).$ Based on these estimates, we prove that the continuity of $R_{\alpha ,\beta }(\varphi )(t,x)$ and the Hölder continuity of $G_{\alpha ,\beta }(g)(t,x)$ on $\mathbb {R}^{1+n}_+,$ which implies a Moser–Trudinger-type estimate for $G_{\alpha ,\beta }.$ Then, for a newly introduced $L^{q}_{t}L^p_{x}$-capacity related to the space–time fractional dissipative operator $\partial ^{\beta }_{t}+(-\Delta )^{\alpha /2},$ we perform the geometric-measure-theoretic analysis and establish its basic properties. Especially, we estimate the capacity of fractional parabolic balls in $\mathbb {R}^{1+n}_+$ by using the Strichartz estimates and the Moser–Trudinger-type estimate for $G_{\alpha ,\beta }.$ A strong-type estimate of the $L^{q}_{t}L^p_{x}$-capacity and an embedding of Lorentz spaces are also derived. Based on these results, especially the Strichartz-type estimates and the $L^{q}_{t}L^p_{x}$-capacity of fractional parabolic balls, we deduce the size, i.e., the Hausdorff dimension, of the blow-up set of solutions to (0.1).