Hi Srikanth,
Follow the below link to create a custom lookup using javascript.
You can set your desired filter on them, the colomns you want to see, the name of the lookup.
http://www.powerobjects.com/blog/2013/08/05/creating-custom-filtered-lookup-crm-2011/
https://social.microsoft.com/Forums/en-US/4e1b29a9-14b4-474c-8a85-9cd6309b8932/crm-2011-fetchxml-in-js?forum=crmdevelopment
In your case you will have to add a condition to check not null.
Something like
<filter type="and">
<condition attribute="YourFiledName" operator="not-null" />
</filter>
Hope this Helps.
Thanks,
Prasad
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