The answer to this question is really as follows: the way field theorists think of "vacuum" is not the way the layperson thinks of "vacuum." In this case, your question may have a number of answers.
If what you mean by "vacuum" is the background spacetime without particles, then that probably doesn't exist, as far as can we can observe. However, there is something called a metric field $g_{\mu\nu}$. At the level of quantum field theory, this field is generated by particles, or quanta (gravitons), which may in fact have a mass, if we could actually observe them. At this point, we have only indirect evidence of gravitons, and have not observed any at a particle collider, because gravitational interactions are quite weak. Another issue is that this view is only correct if you believe gravity is a gauge theory, which in physics pretty much means that the theory can be specified by establishing mathematical constraints on the fields. We really don't have a solid grasp on what a quantum theory of gravity should look like. For other fundamental forces, it's been possible to take the corresponding theory in the classical regime and "quantize" it (make it a quantum theory by using a strict set of rules). For gravity, this doesn't work, for a number of reasons.
On the other hand, if what you mean by "vacuum" is a set of totally empty pockets in spacetime, then I would answer your question by asking another one: can a shadow move faster than the speed of light? The answer is yes (why?). The point is that if you're looking for "empty" space, you're looking at a shadow, a lack of energy, so strictly speaking this is not going to obey the same rules as a physical object. So, I would not say it has mass.
Of course someone who studies something like non-equilibrium quantum field theory will probably say you can "excite" your vacuum -- meaning you can add energy to the natural background -- without necessarily creating massive particles. Then, the mass of these vacuum excitations is effectively zero because these excitations are purely the kinetic energy of the background field. I'm no expert on this area, but that's my best guess.
I hope that helps -- I'm trying to translate quantum field theory to a lay audience, so please let me know if anything is unclear.