Why does Mercury have almost no atmosphere? Mercury spins on its axis too fast to have an atmosphere.
Radiation from the Sun blows the atmospheric particles off into space.
Mercury's gravity is too weak to hold an atmosphere.
Mercury orbits the Sun at such high speed that the atmosphere is blown away.

There are two main reasons. First, Mercury is small and doesn't have much gravity so it's hard to hold onto an atmosphere. Second, Mercury is close to the Sun so any atmosphere gets blasted away by stuff being blown off the Sun.

Explanation:

Because Mercury has no atmosphere, it can't hold onto its heat very well. The night side of Mercury gets very cold, which brings down the average temperature of the planet and makes it only the second hottest planet in the Solar System after Venus.