diff --git a/pandas/core/arrays/masked.py b/pandas/core/arrays/masked.py
index 576a75de9962c..3a4752268f4d6 100644
--- a/pandas/core/arrays/masked.py
+++ b/pandas/core/arrays/masked.py
@@ -185,6 +185,8 @@ def fillna(self, value=None, method=None, limit: int | None = None) -> Self:
             else:
                 # fill with value
                 new_values = self.copy()
+                if np.isneginf(value) or np.isinf(value):
+                    new_values = new_values.astype(np.float64)
                 new_values[mask] = value
         else:
             new_values = self.copy()