Answer:
Like all mass, air does have density. Density is calculated by the formula M/V=D, where M is Mass, V is Volume and D is Density.
Mass is the scientifically correct term for weight, weight varies depending on the gravity, mass is constant.
Volume is the area that a substance takes up, a Litre is a measurement of volume.
Air is composed of various gases, on Earth it's something like 21% Oxygen 78% Nitrogen, along with water vapor, carbon dioxide, and other gases like hydrogen and methane. Even the lightest of gases have mass, so they must have a density.