diff --git a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractor.java b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractor.java
index 0b675b171acba..523d8de0db3a1 100644
--- a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractor.java
+++ b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractor.java
@@ -51,7 +51,7 @@
  */
 public class ChunkedDataExtractor implements DataExtractor {
 
-    private interface DataSummary {
+    interface DataSummary {
         long estimateChunk();
         boolean hasData();
         long earliestTime();
@@ -209,11 +209,11 @@ private DataSummary newScrolledDataSummary() {
             LOGGER.debug("[{}] Scrolling Data summary response was obtained", context.jobId);
             timingStatsReporter.reportSearchDuration(searchResponse.getTook());
 
-            Aggregations aggregations = searchResponse.getAggregations();
             long earliestTime = 0;
             long latestTime = 0;
             long totalHits = searchResponse.getHits().getTotalHits().value;
             if (totalHits > 0) {
+                Aggregations aggregations = searchResponse.getAggregations();
                 Min min = aggregations.get(EARLIEST_TIME);
                 earliestTime = (long) min.getValue();
                 Max max = aggregations.get(LATEST_TIME);
@@ -231,6 +231,13 @@ private DataSummary newAggregatedDataSummary() {
             timingStatsReporter.reportSearchDuration(searchResponse.getTook());
 
             Aggregations aggregations = searchResponse.getAggregations();
+            // This can happen if all the indices the datafeed is searching are deleted after it started.
+            // Note that unlike the scrolled data summary method above we cannot check for this situation
+            // by checking for zero hits, because aggregations that work on rollups return zero hits even
+            // when they retrieve data.
+            if (aggregations == null) {
+                return AggregatedDataSummary.noDataSummary(context.histogramInterval);
+            }
             Min min = aggregations.get(EARLIEST_TIME);
             Max max = aggregations.get(LATEST_TIME);
             return new AggregatedDataSummary(min.getValue(), max.getValue(), context.histogramInterval);
@@ -309,13 +316,18 @@ public boolean hasData() {
         }
     }
 
-    private static class AggregatedDataSummary implements DataSummary {
+    static class AggregatedDataSummary implements DataSummary {
 
         private final double earliestTime;
         private final double latestTime;
         private final long histogramIntervalMillis;
 
-        private AggregatedDataSummary(double earliestTime, double latestTime, long histogramInterval) {
+        static AggregatedDataSummary noDataSummary(long histogramInterval) {
+            // hasData() uses infinity to mean no data
+            return new AggregatedDataSummary(Double.POSITIVE_INFINITY, Double.POSITIVE_INFINITY, histogramInterval);
+        }
+
+        AggregatedDataSummary(double earliestTime, double latestTime, long histogramInterval) {
             this.earliestTime = earliestTime;
             this.latestTime = latestTime;
             this.histogramIntervalMillis = histogramInterval;
diff --git a/x-pack/plugin/ml/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractorTests.java b/x-pack/plugin/ml/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractorTests.java
index 1c37a8e2b5d40..537c62e48cf10 100644
--- a/x-pack/plugin/ml/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractorTests.java
+++ b/x-pack/plugin/ml/src/test/java/org/elasticsearch/xpack/ml/datafeed/extractor/chunked/ChunkedDataExtractorTests.java
@@ -159,7 +159,8 @@ public void testExtractionGivenSpecifiedChunk() throws IOException {
     public void testExtractionGivenSpecifiedChunkAndAggs() throws IOException {
         chunkSpan = TimeValue.timeValueSeconds(1);
         TestDataExtractor extractor = new TestDataExtractor(1000L, 2300L, true, 1000L);
-        extractor.setNextResponse(createSearchResponse(0L, 1000L, 2200L));
+        // 0 hits with non-empty data is possible with rollups
+        extractor.setNextResponse(createSearchResponse(randomFrom(0L, 2L, 10000L), 1000L, 2200L));
 
         InputStream inputStream1 = mock(InputStream.class);
         InputStream inputStream2 = mock(InputStream.class);
@@ -200,7 +201,8 @@ public void testExtractionGivenAutoChunkAndAggs() throws IOException {
         chunkSpan = null;
         TestDataExtractor extractor = new TestDataExtractor(100_000L, 450_000L, true, 200L);
 
-        extractor.setNextResponse(createSearchResponse(0L, 100_000L, 400_000L));
+        // 0 hits with non-empty data is possible with rollups
+        extractor.setNextResponse(createSearchResponse(randomFrom(0L, 2L, 10000L), 100_000L, 400_000L));
 
         InputStream inputStream1 = mock(InputStream.class);
         InputStream inputStream2 = mock(InputStream.class);
@@ -504,6 +506,11 @@ public void testDataSummaryRequestIsFailed() {
         expectThrows(SearchPhaseExecutionException.class, extractor::next);
     }
 
+    public void testNoDataSummaryHasNoData() {
+        ChunkedDataExtractor.DataSummary summary = ChunkedDataExtractor.AggregatedDataSummary.noDataSummary(randomNonNegativeLong());
+        assertFalse(summary.hasData());
+    }
+
     private SearchResponse createSearchResponse(long totalHits, long earliestTime, long latestTime) {
         SearchResponse searchResponse = mock(SearchResponse.class);
         when(searchResponse.status()).thenReturn(RestStatus.OK);