Short answer: there IS gravity in space!
First, let's talk about what gravity is. All objects attract or pull other objects to them. For example, the earth's gravity keeps us firmly planted here on Earth. Without it, we would float away! What factors affect gravity? The greater an object's mass, the stronger the pulling force.
Gravity can be felt over any distance all across the universe. It is stronger when objects are close together and weaker when objects are far apart. Space may appear empty but it's full of stuff: stars, planets, asteroids, dust, maybe even aliens! Everything exerts gravitational pull on everything else. So, wherever you are in the universe, you can never truly escape gravity.
Astronauts at the International Space Station might appear to be free from the effects of gravity. But it's not a lack of gravity that is making them float. In fact, gravity in orbit is not that much different from what we experience on earth. What the astronauts are actually experiencing is microgravity or weightlessness. Since they are moving at the same speed as the space station, they are in free fall.
You can observe this effect at home! Take a paper cup and make a small hole in the side of it. Place your thumb over the hole and fill the cup with water. When the cup is full, remove your thumb from the hole. What do you think will happen to the water when you remove your thumb? Now try it again, but this time drop your cup while standing over a sink, bathtub or shower. What happens to the water then?
Did the water leak out of the hole in the cup? Probably not while it was falling! The water and the cup were travelling at the same speed. This means the water was actually weightless, or in free fall, for a very short time. When an object is in free fall, it acts like it has no weight. People often refer to free fall as Zero-G but this is misleading. According to NASA, the correct term is microgravity.
So don't let gravity get you down – without it we would be lost in space!
Image source: "S79-31684 familiarization flight in a KC-135 zero-gravity aircraft" by NASA Johnson is licensed under CC BY-NC 2.0