diff --git a/pandas/core/groupby/ops.py b/pandas/core/groupby/ops.py
index 65b9144c0ddc9..f54539a4945b8 100644
--- a/pandas/core/groupby/ops.py
+++ b/pandas/core/groupby/ops.py
@@ -235,7 +235,7 @@ def size(self):
         if ngroup:
             out = np.bincount(ids[ids != -1], minlength=ngroup)
         else:
-            out = ids
+            out = []
         return Series(out,
                       index=self.result_index,
                       dtype='int64')
diff --git a/pandas/tests/groupby/test_transform.py b/pandas/tests/groupby/test_transform.py
index 7fccf1f57a886..758f215c00fa5 100644
--- a/pandas/tests/groupby/test_transform.py
+++ b/pandas/tests/groupby/test_transform.py
@@ -782,3 +782,16 @@ def test_any_all_np_func(func):
 
     res = df.groupby('key')['val'].transform(func)
     tm.assert_series_equal(res, exp)
+
+
+@pytest.mark.parametrize("input_df, expected", [
+    (DataFrame({'groups': [np.nan, np.nan, np.nan], 'values': [1, 2, 3]}),
+     Series([np.nan, np.nan, np.nan], name='values')),
+    (DataFrame({'groups': [np.nan, 'A', 'A', 'B', 'B'], 'values': range(5)}),
+     Series([np.nan, 3, 3, 7, 7], name='values'))
+])
+def test_transform_with_all_nan(input_df, expected):
+    # GH 21624
+    grouped = input_df.groupby('groups')
+    result = grouped['values'].transform('sum')
+    tm.assert_series_equal(result, expected)