There is no planet in our solar system with absolutely no atmosphere. Even Mercury, often described as having a "very thin atmosphere," has a tenuous exosphere, which is a layer of gas so thin it's almost considered a vacuum.

However, Mercury and the Moon have extremely thin atmospheres, often referred to as exospheres, which are so thin that they are practically nonexistent. These exospheres are composed of trace elements like sodium, potassium, and helium, and they are constantly being replenished by solar wind, micrometeoroids, and other processes.

So, while it's not entirely accurate to say they have "no atmosphere," they are incredibly thin and effectively lack a substantial atmosphere like Earth or Mars.