Experiments on fast plasma heating by the relativistic electron beam in the GOL-3 facility succeeds in the creation of a 1015 cm−3 plasma with electron temperature of up to a few keV. The heating is produced due to two-stream instability of the beam that causes high level of plasma microturbulence. The experiments show some specific features of plasma behaviour during the beam injection. The beam-induced turbulence is the reason of non-classical transport processes in the plasma. Anomalies in longitudinal thermal conductivity, resistivity of the plasma and in lifetime of hot electrons are observed. Transition to classical transport coefficients occurs when the plasma turbulence disappears after the beam injection stops.