You need to add this same view in the layout in which you have added the AdapterView.
AdapterView only changes its visibility based on the contents in the adapter.
EDITED :
Following layout and code works fine :
<LinearLayout
xmlns:android="http://schemas.android.com/apk/res/android"
android:orientation="vertical"
android:layout_width="fill_parent"
android:layout_height="fill_parent">
<ListView
android:layout_width="fill_parent"
android:layout_height="300dip"
android:id="@+id/list_view" />
<TextView
android:id="@+id/empty_list_view"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:text="List view is empty"
android:visibility="gone" />
</LinearLayout>
Code :
ListView listView = (ListView) findViewById( R.id.list_view );
listView.setEmptyView( findViewById( R.id.empty_list_view ) );
listView.setAdapter( new ArrayAdapter( this, R.layout.selected_spinner_view, new ArrayList() ) );