Heat can be transmitted though empty space by thermal radiation. Radiation is a form of energy transport consisting of electromagnetic waves traveling at the speed of light. No mass is exchanged and no medium is required. Objects emit radiation when high energy electrons in a higher atomic level fall down to lower energy levels. The energy lost is emitted as light or electromagnetic radiation.
All objects absorb and emit radiation.
When the absorption of energy balances the emission of energy, the temperature of an object stays constant. If the absorption of energy is greater than the emission of energy, the temperature of an object rises. If the absorption of energy is less than the emission of energy, the temperature of an object falls.