diff --git a/doc/source/whatsnew/v3.0.0.rst b/doc/source/whatsnew/v3.0.0.rst
index c3377db457270..b05c296e34e2f 100644
--- a/doc/source/whatsnew/v3.0.0.rst
+++ b/doc/source/whatsnew/v3.0.0.rst
@@ -944,6 +944,7 @@ Datetimelike
 ^^^^^^^^^^^^
 - Bug in :attr:`is_year_start` where a DateTimeIndex constructed via a date_range with frequency 'MS' wouldn't have the correct year or quarter start attributes (:issue:`57377`)
 - Bug in :class:`DataFrame` raising ``ValueError`` when ``dtype`` is ``timedelta64`` and ``data`` is a list containing ``None`` (:issue:`60064`)
+- Bug in :class:`DatetimeIndex` returning KeyError for out of range, failing to return empty slice when the resolution is greater than the current datetime objects. (:issue:`25803`)
 - Bug in :class:`Timestamp` constructor failing to raise when ``tz=None`` is explicitly specified in conjunction with timezone-aware ``tzinfo`` or data (:issue:`48688`)
 - Bug in :class:`Timestamp` constructor failing to raise when given a ``np.datetime64`` object with non-standard unit (:issue:`25611`)
 - Bug in :func:`date_range` where the last valid timestamp would sometimes not be produced (:issue:`56134`)
diff --git a/pandas/core/indexes/datetimelike.py b/pandas/core/indexes/datetimelike.py
index 7e6461f0fab5e..368c2aec78f01 100644
--- a/pandas/core/indexes/datetimelike.py
+++ b/pandas/core/indexes/datetimelike.py
@@ -317,15 +317,8 @@ def _partial_date_slice(
         unbox = self._data._unbox
 
         if self.is_monotonic_increasing:
-            if len(self) and (
-                (t1 < self[0] and t2 < self[0]) or (t1 > self[-1] and t2 > self[-1])
-            ):
-                # we are out of range
-                raise KeyError
-
-            # TODO: does this depend on being monotonic _increasing_?
-
-            # a monotonic (sorted) series can be sliced
+            # a monotonic (sorted) series can be searched in ologn
+            # if date is not found, the empty slice will be returned
             left = vals.searchsorted(unbox(t1), side="left")
             right = vals.searchsorted(unbox(t2), side="right")
             return slice(left, right)
diff --git a/pandas/tests/indexes/datetimes/test_partial_slicing.py b/pandas/tests/indexes/datetimes/test_partial_slicing.py
index 94175a56f1c4a..3047f1f29ff3d 100644
--- a/pandas/tests/indexes/datetimes/test_partial_slicing.py
+++ b/pandas/tests/indexes/datetimes/test_partial_slicing.py
@@ -247,8 +247,16 @@ def test_partial_slice_second_precision(self):
         tm.assert_series_equal(s["2005-1-1 00:01:00"], s.iloc[10:])
 
         assert s[Timestamp("2005-1-1 00:00:59.999990")] == s.iloc[0]
-        with pytest.raises(KeyError, match="2005-1-1 00:00:00"):
-            s["2005-1-1 00:00:00"]
+        tm.assert_series_equal(s["2005-1-1 00:00:00"], s.iloc[0:0])
+
+    def test_partial_slice_higher_precision_empty(self):
+        # GH25803
+        s = Series(
+            [1, 2, 3],
+            DatetimeIndex(["2018-01-01T01:01", "2018-02-02T01:01", "2018-02-02T02:02"]),
+        )
+        tm.assert_series_equal(s.loc["2018-03-03"], s.iloc[0:0])
+        assert s.loc["2018-03-03"].size == 0
 
     def test_partial_slicing_dataframe(self):
         # GH14856
diff --git a/pandas/tests/indexes/period/test_indexing.py b/pandas/tests/indexes/period/test_indexing.py
index 75382cb735288..0b59c39fd46ee 100644
--- a/pandas/tests/indexes/period/test_indexing.py
+++ b/pandas/tests/indexes/period/test_indexing.py
@@ -112,8 +112,8 @@ def test_getitem_partial(self):
         rng = period_range("2007-01", periods=50, freq="M")
         ts = Series(np.random.default_rng(2).standard_normal(len(rng)), rng)
 
-        with pytest.raises(KeyError, match=r"^'2006'$"):
-            ts["2006"]
+        # GH 25803
+        assert len(ts["2006"]) == 0
 
         result = ts["2008"]
         assert (result.index.year == 2008).all()