Mercury doesn't have a gravitational pull powerful enough to hold anything else in orbit around itself. That's why it doesn't even have an atmosphere. And proximity to the Sun ensures that any object coming within Mercury's vicinity is sucked into the Sun directly. Even if Mercury did have a small satellite, the Sun's pull would disturb the orbit of the satellite, causing it to fall into the planet.
While Venus has a greater gravitational pull, it still faces the same problem. It's simply too close to the sun to hold on to another body.
He :D ha :D In fact your picture answer's it all.
