  Non-Hermitian skin effect, which refers to the phenomenon that an extensive
number of eigenstates are localized at the boundary, has been widely studied in
lattice models and experimentally observed in several classical systems. In
this work, we predict that the existence of the non-Hermitian skin effect in
the dissipative ultracold fermions with spin-orbit coupling, a continuous model
that has been implemented by the Hong-Kong group in a recent experiment. This
skin effect is robust against the variation of external parameters and trapping
potentials. We further reveal a dynamic sticky effect in our system, which has
a common physical origin with the non-Hermitian skin effect. Our work paves the
way for studying novel physical responses of non-Hermitian skin effect in
quantum systems.
