Updated whatsnew

Author: WillAyd

doc/source/whatsnew/v0.23.0.txt

@@ -804,6 +804,7 @@ Numeric
 - Bug in :class:`Index` constructor with ``dtype='uint64'`` where int-like floats were not coerced to :class:`UInt64Index` (:issue:`18400`)
 - Bug in :class:`DataFrame` flex arithmetic (e.g. ``df.add(other, fill_value=foo)``) with a ``fill_value`` other than ``None`` failed to raise ``NotImplementedError`` in corner cases where either the frame or ``other`` has length zero (:issue:`19522`)
 - Multiplication and division of numeric-dtyped :class:`Index` objects with timedelta-like scalars returns ``TimedeltaIndex`` instead of raising ``TypeError`` (:issue:`19333`)
+- Bug where ``NaN`` was returned instead of 0 by :func:`Series.pct_change` and :func:`DataFrame.pct_change` when ``fill_method`` is not ``None`` (provided) (:issue:`19873`)
 
 
 Indexing