diff --git a/fastapi/sse.py b/fastapi/sse.py
index 1e2bd86171..20d8659e07 100644
--- a/fastapi/sse.py
+++ b/fastapi/sse.py
@@ -88,7 +88,8 @@ class ServerSentEvent(BaseModel):
 
             Use this when you need to send pre-formatted text, HTML fragments,
             CSV lines, or any non-JSON payload. The string is placed directly
-            into the `data:` field as-is.
+            into the `data:` field as-is. An empty string still emits a single
+            empty `data:` line.
 
             Mutually exclusive with `data`.
             """
@@ -213,7 +214,11 @@ def format_sse_event(
         lines.append(f"event: {event}")
 
     if data_str is not None:
-        for line in data_str.splitlines():
+        # Normalize line endings and preserve empty data lines.
+        # This keeps explicit empty payloads (`data_str=""`) and trailing
+        # newlines represented as `data:` lines in SSE wire format.
+        normalized_data = data_str.replace("\r\n", "\n").replace("\r", "\n")
+        for line in normalized_data.split("\n"):
             lines.append(f"data: {line}")
 
     if id is not None:
diff --git a/tests/test_sse.py b/tests/test_sse.py
index 86a67f8f9f..f898644cb0 100644
--- a/tests/test_sse.py
+++ b/tests/test_sse.py
@@ -6,7 +6,7 @@ import fastapi.routing
 import pytest
 from fastapi import APIRouter, FastAPI
 from fastapi.responses import EventSourceResponse
-from fastapi.sse import ServerSentEvent
+from fastapi.sse import ServerSentEvent, format_sse_event
 from fastapi.testclient import TestClient
 from pydantic import BaseModel
 
@@ -264,6 +264,18 @@ def test_data_and_raw_data_mutually_exclusive():
         ServerSentEvent(data="json", raw_data="raw")
 
 
+def test_format_sse_event_keeps_empty_data_line():
+    """An explicit empty payload should emit one `data:` line."""
+    payload = format_sse_event(data_str="")
+    assert payload == b"data: \n\n"
+
+
+def test_format_sse_event_normalizes_crlf_and_keeps_trailing_empty_line():
+    """CRLF and trailing newline should produce valid SSE data lines."""
+    payload = format_sse_event(data_str="first\r\nsecond\r\n")
+    assert payload == b"data: first\ndata: second\ndata: \n\n"
+
+
 def test_sse_on_router_included_in_app(client: TestClient):
     response = client.get("/api/events")
     assert response.status_code == 200