I assume that $c$ is fixed (otherwise, a fat Cantor set should provide a counter-example). You can prove it quickly with the Lebesgue density theorem. Assume that $E$ has non-zero measure. By this theorem, Lebesgue-almost every point in $E$ is a density point, so there exists $x \in E$ such that :
$$\lim_{r \to 0} \frac{|E \cap B_r (x)|}{|B_r (x)|} = 1.$$
But then, for all $r > 0$, there exists $y$ such that $B_{cr} (y) \subset B_r (x) \cap E^c$. Hence, for all $r > 0$,
$$\frac{|E \cap B_r (x)|}{|B_r (x)|} = 1-\frac{|E^c \cap B_r (x)|}{|B_r (x)|} \leq 1-\frac{|B_{cr} (y)|}{|B_r (x)|} = 1-c^N,$$
which provides a contradiction.
Edit: the point is that $\limsup_{r \to 0} \frac{|E \cap B_r (z)|}{|B_r (z)|} < 1$ not merely for one, but for every $z \in E$; from there we can conclude with the theorem.