Two-dimensional materials and their heterostructures have emerged as a new class of materials, not only for fundamental physics but also for electronic and optoelectronic applications. Black phosphorus (BP) is a relatively new addition to this class of materials. Its strong in-plane anisotropy makes BP a unique material for making conceptually new types of electronic devices. However, the global density of states (DOS) of BP in device geometry has not been measured experimentally. Here, we report the quantum capacitance measurements together with the conductance measurements on an hBN-protected few-layer BP (~six layers) in a dual-gated field effect transistor (FET) geometry. The measured DOS from our quantum capacitance is compared with density functional theory (DFT). Our results reveal that the transport gap for quantum capacitance is smaller than that in conductance measurements due to the presence of localized states near the band edge. The presence of localized states is confirmed by the variable range hopping seen in our temperature dependence conductivity. A large asymmetry is observed between the electron and hole side. This asymmetric nature is attributed to the anisotropic band dispersion of BP. Our measurements establish the uniqueness of quantum capacitance in probing the localized states near the band edge, hitherto not seen in conductance measurements.