diff --git a/test/test_tensordict.py b/test/test_tensordict.py
index 8fd7693af0a..c28c57d33b5 100644
--- a/test/test_tensordict.py
+++ b/test/test_tensordict.py
@@ -1556,6 +1556,50 @@ def test_requires_grad(device):
         td5 = SavedTensorDict(tensordicts[5])
 
 
+@pytest.mark.parametrize("device", get_available_devices())
+@pytest.mark.parametrize(
+    "td_type", ["tensordict", "view", "unsqueeze", "squeeze", "saved", "stack"]
+)
+@pytest.mark.parametrize("update", [True, False])
+def test_filling_empty_tensordict(device, td_type, update):
+    if td_type == "tensordict":
+        td = TensorDict({}, batch_size=[16], device=device)
+    elif td_type == "view":
+        td = TensorDict({}, batch_size=[4, 4], device=device).view(-1)
+    elif td_type == "unsqueeze":
+        td = TensorDict({}, batch_size=[16], device=device).unsqueeze(-1)
+    elif td_type == "squeeze":
+        td = TensorDict({}, batch_size=[16, 1], device=device).squeeze(-1)
+    elif td_type == "saved":
+        td = TensorDict({}, batch_size=[16], device=device).to(SavedTensorDict)
+    elif td_type == "stack":
+        td = torch.stack([TensorDict({}, [], device=device) for _ in range(16)], 0)
+    else:
+        raise NotImplementedError
+
+    for i in range(16):
+        other_td = TensorDict({"a": torch.randn(10), "b": torch.ones(1)}, [])
+        if td_type == "unsqueeze":
+            other_td = other_td.unsqueeze(-1).to_tensordict()
+        if update:
+            subtd = td.get_sub_tensordict(i)
+            subtd.update(other_td, inplace=True)
+        else:
+            td[i] = other_td
+
+    assert td.device == device
+    assert td.get("a").device == device
+    assert (td.get("b") == 1).all()
+    if td_type == "view":
+        assert td._source["a"].shape == torch.Size([4, 4, 10])
+    elif td_type == "unsqueeze":
+        assert td._source["a"].shape == torch.Size([16, 10])
+    elif td_type == "squeeze":
+        assert td._source["a"].shape == torch.Size([16, 1, 10])
+    elif td_type == "stack":
+        assert (td[-1] == other_td.to(device)).all()
+
+
 if __name__ == "__main__":
     args, unknown = argparse.ArgumentParser().parse_known_args()
     pytest.main([__file__, "--capture", "no", "--exitfirst"] + unknown)
diff --git a/torchrl/data/tensordict/tensordict.py b/torchrl/data/tensordict/tensordict.py
index 423fcd5f957..d17305973b6 100644
--- a/torchrl/data/tensordict/tensordict.py
+++ b/torchrl/data/tensordict/tensordict.py
@@ -1299,8 +1299,14 @@ def __setitem__(self, index: INDEX_TYPING, value: _TensorDict) -> None:
                     f"(batch_size = {self.batch_size}, index={index}), "
                     f"which differs from the source batch size {value.batch_size}"
                 )
+            keys = set(self.keys())
+            if not all(key in keys for key in value.keys()):
+                subtd = self.get_sub_tensordict(index)
             for key, item in value.items():
-                self.set_at_(key, item, index)
+                if key in keys:
+                    self.set_at_(key, item, index)
+                else:
+                    subtd.set(key, item)
 
     def __delitem__(self, index: INDEX_TYPING) -> _TensorDict:
         if isinstance(index, str):
@@ -2246,9 +2252,10 @@ def set(
     ) -> _TensorDict:
         if self.is_locked:
             raise RuntimeError("Cannot modify immutable TensorDict")
-        if inplace and key in self.keys():
+        keys = set(self.keys())
+        if inplace and key in keys:
             return self.set_(key, tensor)
-        elif key in self.keys():
+        elif key in keys:
             raise RuntimeError(
                 "Calling `SubTensorDict.set(key, value, inplace=False)` is prohibited for existing tensors. "
                 "Consider calling `SubTensorDict.set_(...)` or cloning your tensordict first."
@@ -2265,7 +2272,7 @@ def set(
             device=self.device,
         )
 
-        if self.is_shared():
+        if self.is_shared() and self.device == torch.device("cpu"):
             tensor_expand.share_memory_()
         elif self.is_memmap():
             tensor_expand = MemmapTensor(tensor_expand)