Are there any foods that don’t make you fat?
No.
And with that I might as well close it here, but now I’ll explain why talking about foods that do not make you fat makes practically no sense, unless they are completely calorie-free foods. At that point yes, if they don’t provide any nourishment, they don’t make you fat.
The problem is that we cannot eat only calorie-free foods , because our body needs calories to survive, that is, energy, not to mention nutrients, and because foods with no or very few calories (less than ten, for example) are very few.

There are those whose calories are not assimilated by our body: cellulose-based foods, foods based on konjac or other fibers that the body does not assimilate (think shirataki) and products such as flavorings, jellies, etc.
A lot of little stuff, and that we can’t even eat in abundance: who would be satisfied with broth without oil? And how many shirataki can we eat without intestinal blockage and serious nutritional deficiencies for all that fiber?
And, from the moment we have to put something in the body, in order not to run into nutritional deficiencies and not cause damage to our metabolism, does it make sense to ask ourselves if there are foods that we can eat that do not provide us with anything? 

Of all the other foods, for example vegetables and fruit, and therefore low-calorie foods, there is a problem: that when we eat many, really many, ending up exceeding our caloric needs, we put on weight anyway. People who eat a diet based on fruit and vegetables only, such as raw vegans, do not cover their daily caloric needs for a variety of reasons: because the body takes a while to assimilate the calories of raw food fibers, because they are very filling foods, and so on.
But even here: the risk of nutritional deficiencies is high if we eat only fruit and vegetables.
So in the end, foods that don’t make you fat make you fat if we eat too many, because what ultimately matters if we want to lose weight is how much energy we put into the body.
If we put in too little, we feel bad, if we put in too much, we risk gaining weight.
You have to create the right deficit, and to create the right deficit, there is no need to have a diet based only on vegetables.