1. I don't have any money. This sentence contains "not..any" = zero Remember that. Any structure: "not any = zero" 2. I don't have money = I'm not rich (I don't have money to buy expensive things)

I think you can use both according to the meaning you want to convey: 1- I don't have money= I don't have money in general, I don't have much money. 2-I don't have any money= I don't have money at all, perhaps the person who says this is broke or very poor. Hope this helps :).