Let P be a set of points in general position in the plane. We say that P is k-convex if no triangle determined by P contains more than k points of P in the interior. We say that a subset A of P in convex position forms an empty polygon (in P) if no point of P\A lies in the convex hull of A. We show that for any k, n there is an N = N (k, n) such that any k-convex set of at least N points in general position in the plane contains an empty n-gon. We also prove an analogous statement in R d for each odd d ≥ 3.