diff --git a/darts/timeseries.py b/darts/timeseries.py
index d9b670e011..6d84433401 100644
--- a/darts/timeseries.py
+++ b/darts/timeseries.py
@@ -5672,6 +5672,8 @@ def intersect(series: Sequence[TimeSeries]):
     Sequence[TimeSeries]
         Intersected series
     """
+    if not series:
+        return []
 
     data_arrays = []
     has_datetime_index = series[0].has_datetime_index