Are you using the parameter or filter?
If filter --> Click on Relevant values
if parameter no way to disable the members
We are using parameters.
Naveen B is right. If you are using Parameter then you can't do this but if you are using date dimension then here is the solution.
Drag Month filter in The filter shelf and Exclude those value which doesn't contains any data. Please see below image for reference.
Once you'll select which value you want to exclude and check in Exclude option. Now you will not be able to see those value in FIlter, It's disabled now.
Please mark correct and helpful if it works for you