From 587cbf703087cfa0aad6b3471f9a79fb34551c67 Mon Sep 17 00:00:00 2001
From: Brock <jbrockmendel@gmail.com>
Date: Thu, 1 Jul 2021 10:00:29 -0700
Subject: [PATCH] BUG: Series.loc with MultiIndex whose first level is all-NaN

---
 doc/source/whatsnew/v1.4.0.rst    |  2 +-
 pandas/core/indexes/base.py       | 19 +++++++++++++------
 pandas/tests/indexing/test_loc.py | 12 ++++++++++++
 3 files changed, 26 insertions(+), 7 deletions(-)

diff --git a/doc/source/whatsnew/v1.4.0.rst b/doc/source/whatsnew/v1.4.0.rst
index 81545ada63ce5..8cd73e659af03 100644
--- a/doc/source/whatsnew/v1.4.0.rst
+++ b/doc/source/whatsnew/v1.4.0.rst
@@ -158,7 +158,7 @@ Interval
 
 Indexing
 ^^^^^^^^
--
+- Bug in :meth:`Series.loc` when with a :class:`MultiIndex` whose first level contains only ``np.nan`` values (:issue:`42055`)
 -
 
 Missing
diff --git a/pandas/core/indexes/base.py b/pandas/core/indexes/base.py
index 53b5bf8f182bd..3b8ab6844a3c0 100644
--- a/pandas/core/indexes/base.py
+++ b/pandas/core/indexes/base.py
@@ -1887,14 +1887,21 @@ def _drop_level_numbers(self, levnums: list[int]):
             new_names.pop(i)
 
         if len(new_levels) == 1:
+            lev = new_levels[0]
 
-            # set nan if needed
-            mask = new_codes[0] == -1
-            result = new_levels[0].take(new_codes[0])
-            if mask.any():
-                result = result.putmask(mask, np.nan)
+            if len(lev) == 0:
+                # If lev is empty, lev.take will fail GH#42055
+                res_values = algos.take(lev._values, new_codes[0], allow_fill=True)
+                result = type(lev)._simple_new(res_values, name=new_names[0])
+            else:
+                # set nan if needed
+                mask = new_codes[0] == -1
+                result = new_levels[0].take(new_codes[0])
+                if mask.any():
+                    result = result.putmask(mask, np.nan)
+
+                result._name = new_names[0]
 
-            result._name = new_names[0]
             return result
         else:
             from pandas.core.indexes.multi import MultiIndex
diff --git a/pandas/tests/indexing/test_loc.py b/pandas/tests/indexing/test_loc.py
index e96b25418d408..4d456d809692e 100644
--- a/pandas/tests/indexing/test_loc.py
+++ b/pandas/tests/indexing/test_loc.py
@@ -1663,6 +1663,18 @@ def test_loc_multiindex_levels_contain_values_not_in_index_anymore(self, lt_valu
         with pytest.raises(KeyError, match=r"\['b'\] not in index"):
             df.loc[df["a"] < lt_value, :].loc[["b"], :]
 
+    def test_loc_multiindex_null_slice_na_level(self):
+        # GH#42055
+        lev1 = np.array([np.nan, np.nan])
+        lev2 = ["bar", "baz"]
+        mi = MultiIndex.from_arrays([lev1, lev2])
+        ser = Series([0, 1], index=mi)
+        result = ser.loc[:, "bar"]
+
+        # TODO: should we have name="bar"?
+        expected = Series([0], index=[np.nan])
+        tm.assert_series_equal(result, expected)
+
 
 class TestLocSetitemWithExpansion:
     @pytest.mark.slow