diff --git a/pandas/core/construction.py b/pandas/core/construction.py
index 9b4d67a20a7cd..aeb67129a35a0 100644
--- a/pandas/core/construction.py
+++ b/pandas/core/construction.py
@@ -502,7 +502,9 @@ def sanitize_masked_array(data: ma.MaskedArray) -> np.ndarray:
     if mask.any():
         dtype, fill_value = maybe_promote(data.dtype, np.nan)
         dtype = cast(np.dtype, dtype)
-        data = ma.asarray(data.astype(dtype, copy=True))
+        # Incompatible types in assignment (expression has type "ndarray[Any,
+        # dtype[Any]]", variable has type "MaskedArray[Any, Any]")
+        data = data.astype(dtype, copy=True)  # type: ignore[assignment]
         data.soften_mask()  # set hardmask False if it was True
         data[mask] = fill_value
     else:
@@ -783,4 +785,4 @@ def _try_cast(
     else:
         subarr = np.array(arr, dtype=dtype, copy=copy)
 
-    return subarr
+    return subarr
\ No newline at end of file