Use the IsEmpty function, if your array contains items of a Variant type, eg.
Code:
Public Sub testForEmpty()
Dim myArray(3)
Dim item
Dim counter As Long
myArray(0) = "string value"
myArray(1) = 1.5
myArray(3) = False
For Each item In myArray
If IsEmpty(item) Then
Debug.Print "Item " & counter & " in the array is empty"
End If
counter = counter + 1
Next
End Sub
In the above example, myArray(2) is returned as empty