This can happen on old boards: You have Subtasks board missing.
1) Create new board similar to your original board, but with ^ at beginning and end of your boardname. For example, if your boardname is MyProject, create new board with name ^MyProject^. At keyboard that character is Shift-^-Space.

2) Set your MyProject board to have subtask board ^MyProject^

3) Now you are able to create Subtasks to your board MyProject.