Anatta (Pali, Sanskrit, anatman, "no-self") is a fundamental precept in Buddhism. It's meaning is that since there is no substantial reality to be found in or underlying appearances, there cannot be a substantial self or soul in the human appearance.
This is in sharp contrast to Hinduism where the comprehension of the terms atman and jiva gives a fundamental understanding of the human predicament and how to escape it. If all is subject to dukkha(transient and the grief that arises from trying to find the non-transient within it) then human appearance is no exception.
The human is constituted by five aggregates, skandha, which flow together and give rise to the impression of identity and persistence through time. Thus even if there is "no soul," there is that which has the nature of having that nature. There were major disputes concerning the best candidates for constituting such an impression…but agreement in general was reached that no soul resides within the human body, so to speak, like a driver of a bus, and gets out at the end of the journey. There is only the aggregation of components, which is caused by the previous moment and causes the next. Thus while there is momentarily some one person who is rightly identified as the Dalai Lama, there is no person who is always the Dalai Lama.
Anatta concept is one of the main differences between Buddhism and Hinduism.
In Mahayana Buddhism, this term was extended to apply to all appearance that arises from Sunyata, and is therefore devoid, empty of self.
In Vajrayana Buddhism, Anatta is part of Vajrayana traditional rituals. It refers to without a self.
Bowker, John, The Oxford Dictionary of World Religions, New York, Oxford University Press, 1997, pp. 63-64