diff --git a/pandas/_libs/window/aggregations.pyi b/pandas/_libs/window/aggregations.pyi
index f3317ff5a60be..b926a7cb73425 100644
--- a/pandas/_libs/window/aggregations.pyi
+++ b/pandas/_libs/window/aggregations.pyi
@@ -6,7 +6,10 @@ from typing import (
 
 import numpy as np
 
-from pandas._typing import WindowingRankType
+from pandas._typing import (
+    WindowingRankType,
+    npt,
+)
 
 def roll_sum(
     values: np.ndarray,  # const float64_t[:]
@@ -83,7 +86,7 @@ def roll_apply(
     raw: bool,
     args: tuple[Any, ...],
     kwargs: dict[str, Any],
-) -> np.ndarray: ...  # np.ndarray[float]  # FIXME: could also be type(obj) if n==0
+) -> npt.NDArray[np.float64]: ...
 def roll_weighted_sum(
     values: np.ndarray,  # const float64_t[:]
     weights: np.ndarray,  # const float64_t[:]
diff --git a/pandas/_libs/window/aggregations.pyx b/pandas/_libs/window/aggregations.pyx
index 98201a6f58499..be8bb61092362 100644
--- a/pandas/_libs/window/aggregations.pyx
+++ b/pandas/_libs/window/aggregations.pyx
@@ -1271,7 +1271,7 @@ def roll_apply(object obj,
         Py_ssize_t i, s, e, N = len(start), n = len(obj)
 
     if n == 0:
-        return obj
+        return np.array([], dtype=np.float64)
 
     arr = np.asarray(obj)