diff --git a/pandas/tests/groupby/test_nth.py b/pandas/tests/groupby/test_nth.py
index e7a5e931f5297..f0eef550b39ac 100644
--- a/pandas/tests/groupby/test_nth.py
+++ b/pandas/tests/groupby/test_nth.py
@@ -689,3 +689,20 @@ def test_first_multi_key_groupbby_categorical():
         [(1, 100), (1, 200), (2, 100)], names=["A", "B"]
     )
     tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("method", ["first", "last", "nth"])
+def test_groupby_last_first_nth_with_none(method, nulls_fixture):
+    # GH29645
+    expected = Series(["y"])
+    data = Series(
+        [nulls_fixture, nulls_fixture, nulls_fixture, "y", nulls_fixture],
+        index=[0, 0, 0, 0, 0],
+    ).groupby(level=0)
+
+    if method == "nth":
+        result = getattr(data, method)(3)
+    else:
+        result = getattr(data, method)()
+
+    tm.assert_series_equal(result, expected)