diff --git a/pandas/tests/groupby/test_categorical.py b/pandas/tests/groupby/test_categorical.py
index da8327f64e26f..b2545e0e1b4d2 100644
--- a/pandas/tests/groupby/test_categorical.py
+++ b/pandas/tests/groupby/test_categorical.py
@@ -1392,3 +1392,48 @@ def test_read_only_category_no_sort():
     expected = DataFrame(data={"a": [2, 6]}, index=CategoricalIndex([1, 2], name="b"))
     result = df.groupby("b", sort=False).mean()
     tm.assert_frame_equal(result, expected)
+
+
+def test_sorted_missing_category_values():
+    # GH 28597
+    df = pd.DataFrame(
+        {
+            "foo": [
+                "small",
+                "large",
+                "large",
+                "large",
+                "medium",
+                "large",
+                "large",
+                "medium",
+            ],
+            "bar": ["C", "A", "A", "C", "A", "C", "A", "C"],
+        }
+    )
+    df["foo"] = (
+        df["foo"]
+        .astype("category")
+        .cat.set_categories(["tiny", "small", "medium", "large"], ordered=True)
+    )
+
+    expected = pd.DataFrame(
+        {
+            "tiny": {"A": 0, "C": 0},
+            "small": {"A": 0, "C": 1},
+            "medium": {"A": 1, "C": 1},
+            "large": {"A": 3, "C": 2},
+        }
+    )
+    expected = expected.rename_axis("bar", axis="index")
+    expected.columns = pd.CategoricalIndex(
+        ["tiny", "small", "medium", "large"],
+        categories=["tiny", "small", "medium", "large"],
+        ordered=True,
+        name="foo",
+        dtype="category",
+    )
+
+    result = df.groupby(["bar", "foo"]).size().unstack()
+
+    tm.assert_frame_equal(result, expected)