Body cavity is the cavity present between body wall and gut wall. In some animals the body cavity is not lined by mesoderm. Such animals are called.

1.  Acoelomate

2.  Pseudocoelomate

3.  Coelomate

4.  Haemocoelomate

Acoelomates are the animals in which the body cavity is absent, are called acoelomates. (The question says body cavity is present, but not lined by mesoderm)
Coelomates have their body cavity lined by mesoderm and hence have true coelom, e.g. annelids, molluscs, arthropods, etc.
Pseudocoelomates are the animals in which the body cavity is not lined by mesoderm, instead, the mesoderm is present as scattered pouches in between the ectoderm and endoderm.
Haemocoelomates are the animals in which body cavity is filled with haemolymph. e.g., arthropods, molluscs.
Page 48, XI NCERT