[BUG] Series.diff was always setting the dtype to object

doc/source/whatsnew/v1.0.0.rst

@@ -1146,6 +1146,7 @@ ExtensionArray
 - Bug in :class:`arrays.PandasArray` when setting a scalar string (:issue:`28118`, :issue:`28150`).
 - Bug where nullable integers could not be compared to strings (:issue:`28930`)
 - Bug where :class:`DataFrame` constructor raised ``ValueError`` with list-like data and ``dtype`` specified (:issue:`30280`)
+- Bug in :meth:`Series.diff` was always setting the ``dtype`` to ``object`` (:issue:`30889`)
 
 
 Other

pandas/core/arrays/base.py

@@ -24,7 +24,7 @@
 from pandas.core.dtypes.missing import isna
 
 from pandas.core import ops
-from pandas.core.algorithms import _factorize_array, unique
+from pandas.core.algorithms import _factorize_array, diff, unique
 from pandas.core.missing import backfill_1d, pad_1d
 from pandas.core.sorting import nargsort
 
@@ -516,6 +516,27 @@ def argsort(
         result = nargsort(self, kind=kind, ascending=ascending, na_position="last")
         return result
 
+    def diff(self, periods: int = 1):
+        """
+        First discrete difference of element.
+
+        Calculates the difference of a ExtensionArray element compared with another
+        element in the ExtensionArray (default is element in previous row).
+
+        Parameters
+        ----------
+        periods : int, default 1
+            Periods to shift for calculating difference, accepts negative
+            values.
+
+        Returns
+        -------
+        ExtensionArray
+            First differences of the ExtensionArray.
+        """
+
+        return self._from_sequence(diff(self, periods), dtype=self.dtype)
+
     def fillna(self, value=None, method=None, limit=None):
         """
         Fill NA/NaN values using the specified method.

pandas/core/series.py

@@ -34,6 +34,7 @@
     is_bool,
     is_categorical_dtype,
     is_datetime64_dtype,
+    is_datetime64tz_dtype,
     is_dict_like,
     is_extension_array_dtype,
     is_integer,
@@ -2315,6 +2316,10 @@ def diff(self, periods=1) -> "Series":
         5    NaN
         dtype: float64
         """
+        if is_extension_array_dtype(self.dtype) and not is_datetime64tz_dtype(
+            self.dtype
+        ):
+            return self.values.diff(periods=periods)
         result = algorithms.diff(com.values_from_object(self), periods)
         return self._constructor(result, index=self.index).__finalize__(self)
 

pandas/tests/series/methods/test_diff.py

@@ -75,3 +75,9 @@ def test_diff_object_dtype(self):
         result = s.diff()
         expected = s - s.shift(1)
         tm.assert_series_equal(result, expected)
+
+    def test_nullable_integer(self, any_nullable_int_dtype):
+        # GH 30889
+        dtype = any_nullable_int_dtype
+        result = Series([1, 2, 3], dtype=dtype).diff().dtype
+        assert result == dtype