diff --git a/pandas/core/indexes/category.py b/pandas/core/indexes/category.py
index f1a05ec607b59..7233780843c48 100644
--- a/pandas/core/indexes/category.py
+++ b/pandas/core/indexes/category.py
@@ -507,8 +507,10 @@ def where(self, cond, other=None):
         # 3. Rebuild CategoricalIndex.
         if other is None:
             other = self._na_value
-        values = np.where(cond, self.values, other)
-        cat = Categorical(values, dtype=self.dtype)
+        copied_cat = Categorical(self.values, dtype=self.dtype)
+        copied_cat[cond] = other
+        cat = CategoricalIndex(copied_cat,
+                               dtype=self.dtype)
         return self._shallow_copy(cat, **self._get_attributes_dict())
 
     def reindex(self, target, method=None, level=None, limit=None,