diff --git a/pandas/core/internals/blocks.py b/pandas/core/internals/blocks.py
index 80c8a1e8ef5c7..ef5300d3b8ea5 100644
--- a/pandas/core/internals/blocks.py
+++ b/pandas/core/internals/blocks.py
@@ -1665,7 +1665,9 @@ def setitem(self, indexer, value):
 
         try:
             values[indexer] = value
-        except (ValueError, TypeError):
+        except (ValueError, TypeError) as e:
+            if str(e) == "Cannot index with an integer indexer containing NA values":
+                raise
             if isinstance(self.dtype, IntervalDtype):
                 # see TestSetitemFloatIntervalWithIntIntervalValues
                 nb = self.coerce_to_target_dtype(orig_value, warn_on_upcast=True)
diff --git a/pandas/tests/extension/base/setitem.py b/pandas/tests/extension/base/setitem.py
index 3fb2fc09eaa79..afefc121c7edf 100644
--- a/pandas/tests/extension/base/setitem.py
+++ b/pandas/tests/extension/base/setitem.py
@@ -202,24 +202,24 @@ def test_setitem_integer_array(self, data, idx, box_in_series):
         arr[idx] = arr[0]
         tm.assert_equal(arr, expected)
 
+    @pytest.mark.filterwarnings("ignore::FutureWarning")
     @pytest.mark.parametrize(
         "idx, box_in_series",
         [
             ([0, 1, 2, pd.NA], False),
             pytest.param(
-                [0, 1, 2, pd.NA], True, marks=pytest.mark.xfail(reason="GH-31948")
+                [0, 1, 2, pd.NA],
+                True,
+                marks=pytest.mark.xfail(reason="KeyError: '[0 1 2 <NA>] not in index'"),
             ),
             (pd.array([0, 1, 2, pd.NA], dtype="Int64"), False),
-            # TODO: change False to True?
-            (pd.array([0, 1, 2, pd.NA], dtype="Int64"), False),  # noqa: PT014
+            (pd.array([0, 1, 2, pd.NA], dtype="Int64"), True),
         ],
         ids=["list-False", "list-True", "integer-array-False", "integer-array-True"],
     )
     def test_setitem_integer_with_missing_raises(self, data, idx, box_in_series):
         arr = data.copy()
 
-        # TODO(xfail) this raises KeyError about labels not found (it tries label-based)
-        # for list of labels with Series
         if box_in_series:
             arr = pd.Series(data, index=[chr(100 + i) for i in range(len(data))])