diff --git a/doc/source/whatsnew/v2.1.0.rst b/doc/source/whatsnew/v2.1.0.rst
index aff30d113438e..8e506cd9b8cbe 100644
--- a/doc/source/whatsnew/v2.1.0.rst
+++ b/doc/source/whatsnew/v2.1.0.rst
@@ -35,6 +35,7 @@ Other enhancements
 - Let :meth:`DataFrame.to_feather` accept a non-default :class:`Index` and non-string column names (:issue:`51787`)
 - :class:`api.extensions.ExtensionArray` now has a :meth:`~api.extensions.ExtensionArray.map` method (:issue:`51809`)
 - Improve error message when having incompatible columns using :meth:`DataFrame.merge` (:issue:`51861`)
+- Improved error message when creating a DataFrame with empty data (0 rows), no index and an incorrect number of columns. (:issue:`52084`)
 
 .. ---------------------------------------------------------------------------
 .. _whatsnew_210.notable_bug_fixes:
diff --git a/pandas/core/internals/construction.py b/pandas/core/internals/construction.py
index b114b8a1aa7aa..e660abafcd567 100644
--- a/pandas/core/internals/construction.py
+++ b/pandas/core/internals/construction.py
@@ -382,7 +382,7 @@ def _check_values_indices_shape_match(
     if values.shape[1] != len(columns) or values.shape[0] != len(index):
         # Could let this raise in Block constructor, but we get a more
         #  helpful exception message this way.
-        if values.shape[0] == 0:
+        if values.shape[0] == 0 < len(index):
             raise ValueError("Empty data passed with indices specified.")
 
         passed = values.shape
diff --git a/pandas/tests/frame/test_constructors.py b/pandas/tests/frame/test_constructors.py
index db7e97d672b4d..cb61a68200411 100644
--- a/pandas/tests/frame/test_constructors.py
+++ b/pandas/tests/frame/test_constructors.py
@@ -656,7 +656,7 @@ def test_constructor_error_msgs(self):
         msg = "Empty data passed with indices specified."
         # passing an empty array with columns specified.
         with pytest.raises(ValueError, match=msg):
-            DataFrame(np.empty(0), columns=list("abc"))
+            DataFrame(np.empty(0), index=[1])
 
         msg = "Mixing dicts with non-Series may lead to ambiguous ordering."
         # mix dict and array, wrong size
@@ -2635,7 +2635,7 @@ def test_from_dict_with_missing_copy_false(self):
 
     def test_construction_empty_array_multi_column_raises(self):
         # GH#46822
-        msg = "Empty data passed with indices specified."
+        msg = r"Shape of passed values is \(0, 1\), indices imply \(0, 2\)"
         with pytest.raises(ValueError, match=msg):
             DataFrame(data=np.array([]), columns=["a", "b"])