diff --git a/doc/source/whatsnew/v0.16.1.txt b/doc/source/whatsnew/v0.16.1.txt
index 659aa6786b366..8bd2939e2c805 100755
--- a/doc/source/whatsnew/v0.16.1.txt
+++ b/doc/source/whatsnew/v0.16.1.txt
@@ -161,3 +161,4 @@ Bug Fixes
 - Changed caching in ``AbstractHolidayCalendar`` to be at the instance level rather than at the class level as the latter can result in unexpected behaviour. (:issue:`9552`)
 
 - Fixed latex output for multi-indexed dataframes (:issue:`9778`)
+- Bug causing an exception when setting an empty range using ``DataFrame.loc`` (:issue:`9596`)
diff --git a/pandas/core/internals.py b/pandas/core/internals.py
index 4d0f8394fbd2a..7cc7bc390bcbb 100644
--- a/pandas/core/internals.py
+++ b/pandas/core/internals.py
@@ -582,7 +582,7 @@ def _is_empty_indexer(indexer):
                 if arr_value.ndim == 1:
                     if not isinstance(indexer, tuple):
                         indexer = tuple([indexer])
-                    return all([ isinstance(idx, np.ndarray) and len(idx) == 0 for idx in indexer ])
+                    return any(isinstance(idx, np.ndarray) and len(idx) == 0 for idx in indexer)
                 return False
 
             # empty indexers
diff --git a/pandas/tests/test_frame.py b/pandas/tests/test_frame.py
index c7c35e63d3d91..bcba891ee7e9d 100644
--- a/pandas/tests/test_frame.py
+++ b/pandas/tests/test_frame.py
@@ -784,6 +784,16 @@ def test_setitem_None(self):
         assert_series_equal(self.frame[None], self.frame['A'])
         repr(self.frame)
 
+    def test_setitem_empty(self):
+        # GH 9596
+        df = pd.DataFrame({'a': ['1', '2', '3'],
+                           'b': ['11', '22', '33'],
+                           'c': ['111', '222', '333']})
+
+        result = df.copy()
+        result.loc[result.b.isnull(), 'a'] = result.a
+        assert_frame_equal(result, df)
+
     def test_delitem_corner(self):
         f = self.frame.copy()
         del f['D']