diff --git a/pandas/core/construction.py b/pandas/core/construction.py
index 17cdf6665aa99..a3f71cc18454e 100644
--- a/pandas/core/construction.py
+++ b/pandas/core/construction.py
@@ -52,6 +52,7 @@
 )
 from pandas.core.dtypes.dtypes import (
     DatetimeTZDtype,
+    IntervalDtype,
     PandasDtype,
 )
 from pandas.core.dtypes.generic import (
@@ -774,6 +775,9 @@ def _try_cast(
             return maybe_cast_to_datetime(arr, dtype)
             # TODO: copy?
 
+        if isinstance(dtype, IntervalDtype) and isna(arr).all():
+            return np.asarray(arr).astype(IntervalDtype, copy=False)
+
         array_type = dtype.construct_array_type()._from_sequence
         subarr = array_type(arr, dtype=dtype, copy=copy)
         return subarr
diff --git a/pandas/tests/series/test_constructors.py b/pandas/tests/series/test_constructors.py
index 3b7ae28be68fa..57cb8be236068 100644
--- a/pandas/tests/series/test_constructors.py
+++ b/pandas/tests/series/test_constructors.py
@@ -1995,3 +1995,11 @@ def test_numpy_array(input_dict, expected):
 def test_numpy_array_np_v1p19():
     with pytest.raises(KeyError, match="0"):
         np.array([Series({1: 1})])
+
+
+def test_series_with_NAs_and_interval_of_datetime_dtype():
+    # GH#41805
+    result = Series(data=[None], dtype="interval[datetime64[ns]]")
+    expected = Series(np.nan, dtype="interval[datetime64[ns]]")
+
+    tm.assert_series_equal(result, expected)