If what needs to be proven is: there is no $x_0 \in \color{red}{\mathbb{R}}$ such that $P(x_0)=0$:
Counter example:
Let $P(x) = x^2 + x-1$ which has two real roots $x = (-1\pm \sqrt{5})/2$.
However,
$$P(P(n))-(n-1) = n (-2 + 2 n^2 + n^3) \equiv0 \pmod n \hspace{1cm} \forall n \in \mathbb{Z}^+.$$
If what needs to be proven is: there is no $x_0 \in \color{red}{\mathbb{Z}}$ such that $P(x_0)=0$:
Denote $P(x)=\sum_{k=1}^Ka_k x^k+ a_0$. It's easy to prove that
$$\begin{align}
&P(P(n)) = \sum_{k=1}^Ka_k \left(n\sum_{k=1}^Ka_k n^{k-1}+ a_0 \right)^k+ a_0 \equiv \sum_{k=1}^Ka_k a_0^k+ a_0 \pmod n\hspace{0.5cm} \\
\implies& \sum_{k=1}^Ka_k a_0^k+ a_0 +1 \equiv0\pmod n\hspace{1cm} \forall n\\
\implies& a_0\left(\sum_{k=1}^Ka_k a_0^{k-1}+ 1\right) +1 \equiv0\pmod n \hspace{1cm} \forall n\\
\implies& a_0\left(\sum_{k=1}^Ka_k a_0^{k-1}+ 1\right) +1 =0 \\
\implies& a_0\left(P(a_0)-a_0+ 1\right) +1 =0. \tag{1}
\end{align}$$
From $(1)$, we deduce that $a_0 \in \{1,-1\} $ and
$$P(a_0)-a_0 \equiv 0 \pmod 2. \tag{2}$$
If $a_0 = 1$:
From $P(x_0) = 0 $, we deduce that $ x_0\left(\sum_{k=1}^Ka_k x_0^{k-1}\right) + 1 = 0 \implies x_0 \in \{1,-1 \}$.
As $(2) \iff P(1) \equiv 1 \pmod 2$, $x_0$ must be equal to $-1$, that is: $P(-1) =0. $
We deduce that
$$1+0 \equiv P(1) + P(-1) = 2\sum_{k \text{ even}}a_k \equiv 0 \pmod 2 \implies \text{contradiction}.$$
If $a_0 = -1$:
From $P(x_0) = 0 $, we deduce that $ x_0\left(\sum_{k=1}^Ka_k x_0^{k-1}\right) - 1 = 0 \implies x_0 \in \{1,-1 \}.$
As $(2) \iff P(-1) \equiv -1 \pmod 2$, $x_0$ must be equal to $1$, that is: $P(1) =0.$ We deduce that
$$-1+0 \equiv P(-1) + P(1) = 2\sum_{k \text{ even}}a_k \equiv 0 \pmod 2 \implies \text{contradiction}.$$
We can conclude that there is no $x_0 \in \color{red}{\mathbb{Z}}$ such that $P(x_0)=0$.