There are ways to insulate walls that do not have a cavity, the two main ways are internal or external wall insulation. Internal wall insulation is attached to the inside if your walls and can come in a number of different varieties, it is much cheaper than external wall insulation but does reduce the size of the room and would mean that redecorating will likely be needed. External wall insulation is attached to the outside of the walls, it causes minimal destruction inside the property but is expensive.