What is there in an atom between the nucleus and electrons? As you can see the atom consists not only of the nucleus and electron but also of "empty space is the space empty or is their something else?
It is not necessarily empty space.  

For example the flux of neutrinos on Earth is about $3 \times 10^{12}/cm^2/s$.  At a given moment, a neutrino may or may not be within the atom or even within the nucleus of the atom. Similarly, other particles may be present within an atom at a given time.  

Also, an electron may be inside the nucleus in accordance with the Fermi Contact Interaction.  So if you have a hydrogen atom, having only one electron, and the electron is inside the nucleus at a given moment, there will be no "between" for there to be space, empty or not.