Index: class-wp-customize-nav-menu-item-setting.php
===================================================================
--- class-wp-customize-nav-menu-item-setting.php	(revision 39414)
+++ class-wp-customize-nav-menu-item-setting.php	(working copy)
@@ -723,6 +723,9 @@
 		$menu_item_value['description'] = wp_unslash( apply_filters( 'content_save_pre', wp_slash( $menu_item_value['description'] ) ) );
 
 		$menu_item_value['url'] = esc_url_raw( $menu_item_value['url'] );
+		if( '' === $menu_item_value['url'] ) {
+			return new WP_Error( 'invalid_url', __( 'Invalid URL.' ) );
+		}
 		if ( 'publish' !== $menu_item_value['status'] ) {
 			$menu_item_value['status'] = 'draft';
 		}