diff --git a/fastapi/sse.py b/fastapi/sse.py
index 1e2bd8617..845001dde 100644
--- a/fastapi/sse.py
+++ b/fastapi/sse.py
@@ -213,7 +213,9 @@ def format_sse_event(
         lines.append(f"event: {event}")
 
     if data_str is not None:
-        for line in data_str.splitlines():
+        # An empty data payload must still emit a single `data:` field;
+        # `"".splitlines()` returns `[]`, which would drop the field entirely.
+        for line in data_str.splitlines() or [""]:
             lines.append(f"data: {line}")
 
     if id is not None:
diff --git a/tests/test_sse.py b/tests/test_sse.py
index 6a9d669fe..fb280b1c3 100644
--- a/tests/test_sse.py
+++ b/tests/test_sse.py
@@ -264,6 +264,14 @@ def test_data_and_raw_data_mutually_exclusive():
         ServerSentEvent(data="json", raw_data="raw")
 
 
+def test_format_sse_event_empty_data_str():
+    """An empty data payload must still emit a single `data:` field and the
+    `\\n\\n` event terminator (`"".splitlines()` would otherwise drop it)."""
+    from fastapi.sse import format_sse_event
+
+    assert format_sse_event(data_str="") == b"data: \n\n"
+
+
 def test_sse_on_router_included_in_app(client: TestClient):
     response = client.get("/api/events")
     assert response.status_code == 200