Since the rational are countable, let $a_n$ enumerate all the rationals. Let $B_{2^{-n}}(a_n)$ be the open interval centered at $a_n$ of radius $2^{-n}$. Let $A = \bigcup_{n \in \mathbb{N}} B_{2^{-n}}(a_n)$. $A$ is open since it is it is a union of open sets. Note that $\mathbb{Q} \subset A$. Clearly $A$ is not all of $\mathbb{R}$ because "length" of $A$ is less than or equal to $2\sum_{n = 1}^\infty 2^{-n} < \infty$. (This is essentially the measure idea.) Because of this and fact that $\mathbb{R}$ is uncountable, you have that $C:= \mathbb{R} - A$ is an uncountable set. $C$ closed since it is the complement of an open set. Also $C \cap \mathbb{Q} = \emptyset$ since $\mathbb{Q} \subset A$.
Finally, by the Cantor Bendixson Theorem (Exercise 28 on page 45) which states that every uncountable closed set is (uniquely) the union of a perfec set and a countable. Hence there exists a perfect set $C'$ and a countable set $F$ such that $C = C' \cup F$. Since $C \cap \mathbb{Q} = \emptyset$, you also have $C' \cap \mathbb{Q} = \emptyset$. Hence $C'$ is a nonempty perfect set that does not contain any rational numbers.
By the way $C'$ can be constructed, look at the proof of the Cantor Bendixson Theorem to see exactly how it is made.