Your proof is correct. You could have avoided using the contrapositive and just proved it directly:
Suppose that $A \subseteq B$. If there is some $x \in A \setminus B$, then $x \in A$ and $x \not\in B$, which contradicts the assumption that $A \subseteq B$; hence $A \setminus B$ has no elements, so is empty.
It doesn't really make much of a difference to the structure of the proof, though—the original statement is of the form $p \Rightarrow \neg q$, so its contrapositive is also of the form $q \Rightarrow \neg p$ (where $p$ means '$A \subseteq B$' and $q$ means '$A \setminus B$ is inhabited').
But as a general rule, it's nice not to use indirect proof techniques if you don't have to.
\not\subsetand\not\in– JMoravitz Nov 07 '18 at 17:27