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We investigate uniqueness of solution to the heat equation with a density $\rho$ on complete, non-compact weighted Riemannian manifolds of infinite volume. Our main goal is to identify sufficient conditions under which the solution $u$ vanishes identically, assuming that $u$ belongs to a certain weighted Lebesgue space with exponential or polynomial weight, $L^p_{\phi}$. We distinguish between the cases $p \gt 1$ and $p = 1$ which required stronger assumptions on the manifold and the density function $\rho$. We develop a unified method based on a conformal transformation of the metric, which allows us to reduce the problem to a standard heat equation on a suitably weighted manifold. In addition, we construct explicit counterexamples on model manifolds which demonstrate optimality of our assumptions on the density $\rho$.