Simply pass the desired value as first argument, like 0, math.inf or, here, np.nan. The constructor then initializes and fills the value array to the size specified by arguments index and columns:
>>> import numpy as np
>>> import pandas as pd
>>> df = pd.DataFrame(np.nan, index=[0, 1, 2, 3], columns=['A', 'B'])
>>> df.dtypes
A float64
B float64
dtype: object
>>> df.values
array([[nan, nan],
[nan, nan],
[nan, nan],
[nan, nan]])