diff --git a/cf/data/data.py b/cf/data/data.py
index 97baabafda..402fc7e787 100644
--- a/cf/data/data.py
+++ b/cf/data/data.py
@@ -336,12 +336,6 @@ def __init__(
         >>> d = cf.Data(tuple('fly'))
 
         """
-        if array is None and source is None:  # don't create no/empty Data
-            raise ValueError(
-                "Can't create empty data: some input data or datum must be "
-                "provided via the 'source' or 'array' parameters."
-            )
-
         if source is None and isinstance(array, self.__class__):
             source = array
 
@@ -387,6 +381,7 @@ def __init__(
         self.hardmask = hardmask
 
         if array is None:
+            # No data has been set
             return
 
         try:
@@ -8318,13 +8313,16 @@ def to_dask_array(self, apply_mask_hardness=False):
         dask.array<cf_soften_mask, shape=(4,), dtype=int64, chunksize=(4,), chunktype=numpy.ndarray>
 
         """
-        if apply_mask_hardness:
+        if apply_mask_hardness and "dask" in self._custom:
             if self.hardmask:
                 self.harden_mask()
             else:
                 self.soften_mask()
 
-        return self._custom["dask"]
+        try:
+            return self._custom["dask"]
+        except KeyError:
+            raise ValueError(f"{self.__class__.__name__} object has no data")
 
     def datum(self, *index):
         """Return an element of the data array as a standard Python
diff --git a/cf/test/test_Data.py b/cf/test/test_Data.py
index 48ade5f9e3..219f5c30de 100644
--- a/cf/test/test_Data.py
+++ b/cf/test/test_Data.py
@@ -151,15 +151,27 @@ def setUp(self):
 
     def test_Data__init__basic(self):
         """Test basic `__init__` cases for Data."""
-        # Most __init__ parameters are covered by the various other tests,
-        # so this is mainly to check trivial cases and especially the edge
-        # case of 'default' Data i.e. if no parameters are specified.
+        # Most __init__ parameters are covered by the various other
+        # tests, so this is mainly to check trivial cases.
         cf.Data(0, "s")
         cf.Data(array=np.arange(5))
         cf.Data(source=self.filename)
 
+        d = cf.Data()
         with self.assertRaises(ValueError):
-            cf.Data()
+            d.ndim
+
+        with self.assertRaises(ValueError):
+            d.get_filenames()
+
+    def test_Data__init__no_args(self):
+        """Test `__init__` with no arg."""
+        # Most __init__ parameters are covered by the various other
+        # tests, so this is mainly to check trivial cases.
+        cf.Data()
+        cf.Data(0, "s")
+        cf.Data(array=np.arange(5))
+        cf.Data(source=self.filename)
 
     def test_Data_equals(self):
         """Test the equality-testing Data method."""