Voids in dusty plasma are a new phenomenon, which is still not understood. In this work we have studied experimentally for first time voids in the sheath of a radio-frequency (RF) dusty plasma. Injecting big dust particles into the plasma, we form a dust cloud in the sheath. The behaviour of the cloud as a function of RF power and gas pressure is investigated using video imaging. Both dependencies show a threshold for the void formation. This threshold is characterised by a sudden decrease in the inter-particle distance, while in the non-void mode the distance increases with power and pressure. We have performed Langmuir probe measurements of the floating potential in the bulk plasma close to the sheath in order to estimate the form of the potential well trapping the dust grains.