The effects of a sidewall with finite thermal conductivity on confined turbulent thermal convection has been investigated using direct numerical simulation. The study is motivated by the observation that the heat flowing through the lateral wall is not always negligible in the low-aspect-ratio cells of several recent experiments. The extra heat flux modifies the temperature boundary conditions of the flow and therefore the convective heat transfer. It has been found that, for usual sidewall thicknesses, the heat travelling from the hot to the cold plates directly through the sidewall is negligible owing to the additional heat exchanged at the lateral fluid/wall interface. In contrast, the modified temperature boundary conditions alter the mean flow yielding significant Nusselt number corrections which, in the low Rayleigh number range, can change the exponent of the Nu vs. Ra power law by 10%.