Due to the interaction of matters with stellar wind and radiation, it can happen that some of the substances making up an asteroid sublimate or are turned into plasma and will, for a short period of time, move along with asteroid on its orbit, before being blown away since the gravity is too weak to keep the molecules around the body.
That would make for a really thin layer of gaseous substances. However, that thin would be too thin for any life form to exist.
Just for reference, the pressure on the Moon (which is way bigger than an asteroid) is a mere $10^{-10} \ Pa$, while on Earth it is $10^5 \ Pa$.
You can see that info summarized here: small bodies like Pluto can hold some gases just because they are cold. Your asteroid is even smaller than Pluto.

1You just beat me in regards of time and quality of the answer. Nice one! – DarthDonut – 2019-02-18T08:03:44.937
Yeah me too. I was going to cite Ceres but the weak atmosphere of the Moon, which is two orders of magnitude more massive kinda drives the point even better. – Renan – 2019-02-18T10:47:00.453