diff --git a/doc/source/whatsnew/v1.5.0.rst b/doc/source/whatsnew/v1.5.0.rst
index 4e73ea348dfde..da42b2c228ec6 100644
--- a/doc/source/whatsnew/v1.5.0.rst
+++ b/doc/source/whatsnew/v1.5.0.rst
@@ -259,6 +259,7 @@ Indexing
 ^^^^^^^^
 - Bug in :meth:`loc.__getitem__` with a list of keys causing an internal inconsistency that could lead to a disconnect between ``frame.at[x, y]`` vs ``frame[y].loc[x]`` (:issue:`22372`)
 - Bug in :meth:`DataFrame.iloc` where indexing a single row on a :class:`DataFrame` with a single ExtensionDtype column gave a copy instead of a view on the underlying data (:issue:`45241`)
+- Bug in setting a NA value (``None`` or ``np.nan``) into a :class:`Series` with int-based :class:`IntervalDtype` incorrectly casting to object dtype instead of a float-based :class:`IntervalDtype` (:issue:`45568`)
 - Bug in :meth:`Series.__setitem__` with a non-integer :class:`Index` when using an integer key to set a value that cannot be set inplace where a ``ValueError`` was raised insead of casting to a common dtype (:issue:`45070`)
 - Bug when setting a value too large for a :class:`Series` dtype failing to coerce to a common type (:issue:`26049`, :issue:`32878`)
 - Bug in :meth:`Series.__setitem__` when setting ``boolean`` dtype values containing ``NA`` incorrectly raising instead of casting to ``boolean`` dtype (:issue:`45462`)
diff --git a/pandas/core/arrays/interval.py b/pandas/core/arrays/interval.py
index 9ceded00bf159..33732bcaca733 100644
--- a/pandas/core/arrays/interval.py
+++ b/pandas/core/arrays/interval.py
@@ -18,10 +18,7 @@
 
 from pandas._config import get_option
 
-from pandas._libs import (
-    NaT,
-    lib,
-)
+from pandas._libs import lib
 from pandas._libs.interval import (
     VALID_CLOSED,
     Interval,
@@ -44,8 +41,6 @@
 
 from pandas.core.dtypes.common import (
     is_categorical_dtype,
-    is_datetime64_dtype,
-    is_datetime64tz_dtype,
     is_dtype_equal,
     is_float_dtype,
     is_integer_dtype,
@@ -54,7 +49,6 @@
     is_object_dtype,
     is_scalar,
     is_string_dtype,
-    is_timedelta64_dtype,
     needs_i8_conversion,
     pandas_dtype,
 )
@@ -1103,7 +1097,7 @@ def _validate_scalar(self, value):
             # TODO: check subdtype match like _validate_setitem_value?
         elif is_valid_na_for_dtype(value, self.left.dtype):
             # GH#18295
-            left = right = value
+            left = right = self.left._na_value
         else:
             raise TypeError(
                 "can only insert Interval objects and NA into an IntervalArray"
@@ -1111,22 +1105,15 @@ def _validate_scalar(self, value):
         return left, right
 
     def _validate_setitem_value(self, value):
-        needs_float_conversion = False
 
         if is_valid_na_for_dtype(value, self.left.dtype):
             # na value: need special casing to set directly on numpy arrays
+            value = self.left._na_value
             if is_integer_dtype(self.dtype.subtype):
                 # can't set NaN on a numpy integer array
-                needs_float_conversion = True
-            elif is_datetime64_dtype(self.dtype.subtype):
-                # need proper NaT to set directly on the numpy array
-                value = np.datetime64("NaT")
-            elif is_datetime64tz_dtype(self.dtype.subtype):
-                # need proper NaT to set directly on the DatetimeArray array
-                value = NaT
-            elif is_timedelta64_dtype(self.dtype.subtype):
-                # need proper NaT to set directly on the numpy array
-                value = np.timedelta64("NaT")
+                # GH#45484 TypeError, not ValueError, matches what we get with
+                #  non-NA un-holdable value.
+                raise TypeError("Cannot set float NaN to integer-backed IntervalArray")
             value_left, value_right = value, value
 
         elif isinstance(value, Interval):
@@ -1139,10 +1126,6 @@ def _validate_setitem_value(self, value):
         else:
             return self._validate_listlike(value)
 
-        if needs_float_conversion:
-            # GH#45484 TypeError, not ValueError, matches what we get with
-            #  non-NA un-holdable value.
-            raise TypeError("Cannot set float NaN to integer-backed IntervalArray")
         return value_left, value_right
 
     def value_counts(self, dropna: bool = True):
diff --git a/pandas/core/dtypes/cast.py b/pandas/core/dtypes/cast.py
index 92f3cfdc589ff..fe5b464a5a18d 100644
--- a/pandas/core/dtypes/cast.py
+++ b/pandas/core/dtypes/cast.py
@@ -470,8 +470,13 @@ def ensure_dtype_can_hold_na(dtype: DtypeObj) -> DtypeObj:
     If we have a dtype that cannot hold NA values, find the best match that can.
     """
     if isinstance(dtype, ExtensionDtype):
-        # TODO: ExtensionDtype.can_hold_na?
-        return dtype
+        if dtype._can_hold_na:
+            return dtype
+        elif isinstance(dtype, IntervalDtype):
+            # TODO(GH#45349): don't special-case IntervalDtype, allow
+            #  overriding instead of returning object below.
+            return IntervalDtype(np.float64, closed=dtype.closed)
+        return _dtype_obj
     elif dtype.kind == "b":
         return _dtype_obj
     elif dtype.kind in ["i", "u"]:
@@ -1470,6 +1475,10 @@ def find_result_type(left: ArrayLike, right: Any) -> DtypeObj:
 
         new_dtype = np.result_type(left, right)
 
+    elif is_valid_na_for_dtype(right, left.dtype):
+        # e.g. IntervalDtype[int] and None/np.nan
+        new_dtype = ensure_dtype_can_hold_na(left.dtype)
+
     else:
         dtype, _ = infer_dtype_from(right, pandas_dtype=True)
 
diff --git a/pandas/core/dtypes/dtypes.py b/pandas/core/dtypes/dtypes.py
index e74d73b84e94b..9a6d4748380a6 100644
--- a/pandas/core/dtypes/dtypes.py
+++ b/pandas/core/dtypes/dtypes.py
@@ -1117,6 +1117,18 @@ def __new__(cls, subtype=None, closed: str_type | None = None):
             cls._cache_dtypes[key] = u
             return u
 
+    @cache_readonly
+    def _can_hold_na(self) -> bool:
+        subtype = self._subtype
+        if subtype is None:
+            # partially-initialized
+            raise NotImplementedError(
+                "_can_hold_na is not defined for partially-initialized IntervalDtype"
+            )
+        if subtype.kind in ["i", "u"]:
+            return False
+        return True
+
     @property
     def closed(self):
         return self._closed
diff --git a/pandas/core/indexes/base.py b/pandas/core/indexes/base.py
index 26ddf89adaea2..ab2413dd06a45 100644
--- a/pandas/core/indexes/base.py
+++ b/pandas/core/indexes/base.py
@@ -70,6 +70,7 @@
 from pandas.core.dtypes.cast import (
     can_hold_element,
     common_dtype_categorical_compat,
+    ensure_dtype_can_hold_na,
     find_common_type,
     infer_dtype_from,
     maybe_cast_pointwise_result,
@@ -178,7 +179,6 @@
     from pandas import (
         CategoricalIndex,
         DataFrame,
-        IntervalIndex,
         MultiIndex,
         Series,
     )
@@ -6087,10 +6087,15 @@ def _find_common_type_compat(self, target) -> DtypeObj:
         Implementation of find_common_type that adjusts for Index-specific
         special cases.
         """
-        if is_interval_dtype(self.dtype) and is_valid_na_for_dtype(target, self.dtype):
+        if is_valid_na_for_dtype(target, self.dtype):
             # e.g. setting NA value into IntervalArray[int64]
-            self = cast("IntervalIndex", self)
-            return IntervalDtype(np.float64, closed=self.closed)
+            dtype = ensure_dtype_can_hold_na(self.dtype)
+            if is_dtype_equal(self.dtype, dtype):
+                raise NotImplementedError(
+                    "This should not be reached. Please report a bug at "
+                    "github.com/pandas-dev/pandas"
+                )
+            return dtype
 
         target_dtype, _ = infer_dtype_from(target, pandas_dtype=True)
 
diff --git a/pandas/tests/series/indexing/test_setitem.py b/pandas/tests/series/indexing/test_setitem.py
index 8501c7146f371..9d1ee70c265e8 100644
--- a/pandas/tests/series/indexing/test_setitem.py
+++ b/pandas/tests/series/indexing/test_setitem.py
@@ -24,6 +24,7 @@
     array,
     concat,
     date_range,
+    interval_range,
     period_range,
     timedelta_range,
 )
@@ -740,6 +741,17 @@ def test_index_putmask(self, obj, key, expected, val):
 @pytest.mark.parametrize(
     "obj,expected,key",
     [
+        pytest.param(
+            # GH#45568 setting a valid NA value into IntervalDtype[int] should
+            #  cast to IntervalDtype[float]
+            Series(interval_range(1, 5)),
+            Series(
+                [Interval(1, 2), np.nan, Interval(3, 4), Interval(4, 5)],
+                dtype="interval[float64]",
+            ),
+            1,
+            id="interval_int_na_value",
+        ),
         pytest.param(
             # these induce dtype changes
             Series([2, 3, 4, 5, 6, 7, 8, 9, 10]),
diff --git a/pandas/tests/series/methods/test_convert_dtypes.py b/pandas/tests/series/methods/test_convert_dtypes.py
index 3a5fcf5c2929c..25cbcf2a84490 100644
--- a/pandas/tests/series/methods/test_convert_dtypes.py
+++ b/pandas/tests/series/methods/test_convert_dtypes.py
@@ -3,8 +3,6 @@
 import numpy as np
 import pytest
 
-from pandas.core.dtypes.common import is_interval_dtype
-
 import pandas as pd
 import pandas._testing as tm
 
@@ -203,12 +201,8 @@ def test_convert_dtypes(
 
         # Test that it is a copy
         copy = series.copy(deep=True)
-        if is_interval_dtype(result.dtype) and result.dtype.subtype.kind in ["i", "u"]:
-            msg = "Cannot set float NaN to integer-backed IntervalArray"
-            with pytest.raises(TypeError, match=msg):
-                result[result.notna()] = np.nan
-        else:
-            result[result.notna()] = np.nan
+
+        result[result.notna()] = np.nan
 
         # Make sure original not changed
         tm.assert_series_equal(series, copy)