How to create a page without any theme via custom module? I created a page using a custom module, it has a template file too and it works well. But when i visit my page it shows wrapped by my default theme, it's obvious. The thing is that i would like to show that content in a clean page.

Is there a function or something that lets me do it? without modules like ThemeKey
If you want to show content in clean page you can use theme_hook_suggestions in THEME_preprocess_html and THEME_preprocess_page with passing some GET variable.
For example for clean pages you can add $_GET['embed'] = 1 and in preprocess functions write the following code:

function THEME_preprocess_html(&amp;$vars) {
  if (isset($_GET['embed'])) {
    $vars['theme_hook_suggestions'][] = 'html__embed';
  }
}

function THEME_preprocess_page(&amp;$vars) {
  if (isset($_GET['embed'])) {
    $vars['theme_hook_suggestions'][] = 'page__embed';
  }
}


Then copy paste html.tpl.php and page.tpl.php and rename to html--embed.tpl.php and page--embed.tpl.php. Ultimately remove unnecessary code from template files.