diff --git a/pandas/formats/style.py b/pandas/formats/style.py
index e712010a8b4f2..2a39b37a0825a 100644
--- a/pandas/formats/style.py
+++ b/pandas/formats/style.py
@@ -218,8 +218,8 @@ def format_attr(pair):
 
         cell_context = dict()
 
-        n_rlvls = self.data.index.nlevels
-        n_clvls = self.data.columns.nlevels
+        n_rlvls = 0 if self.data.empty else self.data.index.nlevels
+        n_clvls = 0 if self.data.empty else self.data.columns.nlevels
         rlabels = self.data.index.tolist()
         clabels = self.data.columns.tolist()