Generally speaking, empty gelatin capsules have no nutritional value whatsoever. They contain no fat, no calories, no sodium, and no minerals or vitamins. Veggie capsules, on the other hand, can contain a small amount of calories. To give you an idea of exactly how much, three empty veggie capsules are going to contain about 10 calories. These calories come in the form of carbohydrates that are a component part of the cellulose that gives them their rigidity.