Mercury and Venus are the only two planets in our solar system with no moons.
Mercury has no moon because it is small, in an elongated elliptical orbit, and so close to the sun that solar gravity prevented satellites from forming. If Mercury somehow acquired a moon, the sun would pull it away.
Venus's situation is similar. Some researchers believe that there are theoretical combinations of size, mass, velocity, and orbit that could have produced fairly large satellites revolving around Venus when the solar system formed 4.5 billion years ago, but those conditions weren't met.