List comprehensions are wonderful, but it's not illegal to use more than one line of code! You could even - heaven forbid - use a for loop!
result = []
for el in mystring.split(",")
x = el.strip()
if x:
result.append(x)
Here's a two-line version. It's actually the same as the accepted answer by Willem Van Onsem, but with a name given to a subexpression (and a generator changed to a list but it makes essentially no difference for a problem this small). In my view, this makes it a lot easier to read, despite taking fractionally more code.
all_terms = [el.strip() for el in mystring.split(",")]
non_empty_terms = [x for x in all_terms if x]
Some of the other answers are certainly shorter, but I'm not convinced any of them are simpler/easier to understand. Actually, I think the best answer is just the one in your question, because the repetition in this case is quite minor.
