Just becuase your class object has no variables does not mean that it is nothing. Declaring and object and creating an object are two different things. Look and see if you are setting/creating the object.
Take for instance the dictionary object - just because it contains no variables does not mean it has not been created.
Sub test()
Dim dict As Object
Set dict = CreateObject("scripting.dictionary")
If Not dict Is Nothing Then
MsgBox "Dict is something!" '<--- This shows
Else
MsgBox "Dict is nothing!"
End If
End Sub
However if you declare an object but never create it, it's nothing.
Sub test()
Dim temp As Object
If Not temp Is Nothing Then
MsgBox "Temp is something!"
Else
MsgBox "Temp is nothing!" '<---- This shows
End If
End Sub