In this work, we prove that the complement of the Brjuno set in \(\mathbb {C}^n\) has zero \(C_\sigma \) -capacity with respect to the kernel \(k_\sigma (z,\xi )=\Vert z-\xi \Vert ^{-2n+2}|\log {\Vert z-\xi \Vert |^{\sigma }}\) for any \(\sigma >n\) . In particular, it follows that it has zero \(h_\delta \) -Hausdorff measure with respect to the gauge function \(h_\delta (t)=t^{2n-2}|\log {t}|^{-\delta }\) , for any \(\delta >n+1\) . This generalizes a previous result of A. Sadullaev and the second author in dimension one to higher dimensions.