This might sound cliche and fake to some people, but for me the thing that by and far does it is God and his love. It's a kind of... underpinning security, something I can always go back to, rely on, and get meaning from. So I'll pray, sometimes I'll read my Bible (since that's one verbal way I can hear from him), sometimes I'll just think about things. Other things that I can do include checking to see if I'm physically healthy (sometimes chemicals and their imbalances can do weird things), get hugs from people I love (I heard once that people need a certain number of hugs a day, and I think we all don't get near that quota), play/cuddle with an animal (furry ones are generally best for this), do something nice for someone. Sometimes distractions help, but if it's a deeper thing that only postpones and even builds the feelings up, so that might not always be the best idea.
Generally, for me, the emptiness feeling is temporary. Which it seems, from what I've observed of lots of other people, might be a little unusual. It seems to come on me most often after I've spent some time ignoring God, though I think circumstances and hormonal changes can play a part, too.
I do want to say I'm not entirely sure there's a perfect connection between being close to God and not experiencing emptiness. I mean, I know of quite a few people of great faith who also chronically suffered from depression, for example. So saying, "You need to know God and your problems will be fixed", is hardly the answer I'd give. All I can really offer are my own experiences.