We study a rich family of robustly non-hyperbolic transitive diffeomorphisms and we show that each ergodic measure is approached by hyperbolic sets in weak$\ast$-topology and in entropy. For hyperbolic ergodic measures, it is a classical result of A. Katok. The novelty here is to deal with non-hyperbolic ergodic measures. As a consequence, we obtain the continuity of topological entropy.