BUG: MultiIndex.set_levels raising when setting empty level (#48643)

Author: phofl

doc/source/whatsnew/v1.6.0.rst

@@ -176,6 +176,7 @@ Missing
 
 MultiIndex
 ^^^^^^^^^^
+- Bug in :class:`MultiIndex.set_levels` raising ``IndexError`` when setting empty level (:issue:`48636`)
 - Bug in :meth:`MultiIndex.unique` losing extension array dtype (:issue:`48335`)
 - Bug in :meth:`MultiIndex.union` losing extension array (:issue:`48498`, :issue:`48505`)
 - Bug in :meth:`MultiIndex.append` not checking names for equality (:issue:`48288`)

pandas/core/indexes/multi.py

@@ -4028,7 +4028,7 @@ def _require_listlike(level, arr, arrname: str):
     if level is not None and not is_list_like(level):
         if not is_list_like(arr):
             raise TypeError(f"{arrname} must be list-like")
-        if is_list_like(arr[0]):
+        if len(arr) > 0 and is_list_like(arr[0]):
             raise TypeError(f"{arrname} must be list-like")
         level = [level]
         arr = [arr]

pandas/tests/indexes/multi/test_get_set.py

@@ -476,6 +476,14 @@ def test_set_levels_pos_args_deprecation():
     tm.assert_index_equal(result, expected)
 
 
+def test_set_empty_level():
+    # GH#48636
+    midx = MultiIndex.from_arrays([[]], names=["A"])
+    result = midx.set_levels(pd.DatetimeIndex([]), level=0)
+    expected = MultiIndex.from_arrays([pd.DatetimeIndex([])], names=["A"])
+    tm.assert_index_equal(result, expected)
+
+
 def test_set_codes_pos_args_depreciation(idx):
     # https://github.com/pandas-dev/pandas/issues/41485
     msg = (