diff --git a/pandas/tests/reshape/test_pivot.py b/pandas/tests/reshape/test_pivot.py
index 1bb4e35e041d0..22a73ae1b5ddb 100644
--- a/pandas/tests/reshape/test_pivot.py
+++ b/pandas/tests/reshape/test_pivot.py
@@ -2942,3 +2942,20 @@ def test_pivot_with_pyarrow_categorical(self):
         tm.assert_frame_equal(
             df, df_expected, check_dtype=False, check_column_type=False
         )
+
+    @pytest.mark.parametrize("freq", ["D", "M", "Q", "Y"])
+    def test_pivot_empty_dataframe_period_dtype(self, freq):
+        # GH#62705
+
+        dtype = pd.PeriodDtype(freq=freq)
+        df = DataFrame({"index": [], "columns": [], "values": []})
+        df = df.astype({"values": dtype})
+        result = df.pivot(index="index", columns="columns", values="values")
+
+        expected_index = Index([], name="index", dtype="float64")
+        expected_columns = Index([], name="columns", dtype="float64")
+        expected = DataFrame(
+            index=expected_index, columns=expected_columns, dtype=dtype
+        )
+
+        tm.assert_frame_equal(result, expected)