diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 2d181e826c2a9..839f56db2365e 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -7975,7 +7975,7 @@ def corr(self, method="pearson", min_periods=1) -> "DataFrame":
         numeric_df = self._get_numeric_data()
         cols = numeric_df.columns
         idx = cols.copy()
-        mat = numeric_df.astype(float, copy=False).to_numpy()
+        mat = numeric_df.to_numpy(dtype=float, na_value=np.nan, copy=False)
 
         if method == "pearson":
             correl = libalgos.nancorr(mat, minp=min_periods)
@@ -8110,7 +8110,7 @@ def cov(self, min_periods=None) -> "DataFrame":
         numeric_df = self._get_numeric_data()
         cols = numeric_df.columns
         idx = cols.copy()
-        mat = numeric_df.astype(float, copy=False).to_numpy()
+        mat = numeric_df.to_numpy(dtype=float, na_value=np.nan, copy=False)
 
         if notna(mat).all():
             if min_periods is not None and min_periods > len(mat):