Actually, continents does't have capitals. But Australia is a country and also a continent.So,it had a capital.

Which continent has no country?

Antarctica is the icy continent at the South Pole. Antarctica is often called "The Frozen Continent". Look at the map of Antarctica, there are no countries on this continent!

What continents have no cities?

Fortunately for polar enthusiasts, there are no cities on the Antarctic continent – only stations. Dozens of research stations, some year-round and others seasonal, operate in Antarctica under the guidance of around 30 individual countries.