diff --git a/pandas/tests/frame/methods/test_combine_first.py b/pandas/tests/frame/methods/test_combine_first.py
index dd91b32c8eb8c..382c11f23a517 100644
--- a/pandas/tests/frame/methods/test_combine_first.py
+++ b/pandas/tests/frame/methods/test_combine_first.py
@@ -492,3 +492,28 @@ def test_combine_preserve_dtypes():
     )
     combined = df1.combine_first(df2)
     tm.assert_frame_equal(combined, expected)
+
+
+def test_combine_first_duplicates_rows_for_nan_index_values():
+    # GH39881
+    df1 = DataFrame(
+        {"x": [9, 10, 11]},
+        index=MultiIndex.from_arrays([[1, 2, 3], [np.nan, 5, 6]], names=["a", "b"]),
+    )
+
+    df2 = DataFrame(
+        {"y": [12, 13, 14]},
+        index=MultiIndex.from_arrays([[1, 2, 4], [np.nan, 5, 7]], names=["a", "b"]),
+    )
+
+    expected = DataFrame(
+        {
+            "x": [9.0, 10.0, 11.0, np.nan],
+            "y": [12.0, 13.0, np.nan, 14.0],
+        },
+        index=MultiIndex.from_arrays(
+            [[1, 2, 3, 4], [np.nan, 5.0, 6.0, 7.0]], names=["a", "b"]
+        ),
+    )
+    combined = df1.combine_first(df2)
+    tm.assert_frame_equal(combined, expected)