I type zero (0) for all the blank cell and it fixed.

Yes, I have found a workaround to give multiple criteria.

1. First of all, I grouped those rows which I wanted hide from the pivot.
2. Then, excel adds duplicate field to our data by adding a number to it.
3. You need to remove the old field from the rows area.
4. Now, apply label filter as "does not equal to Group1"
5. That's it.

All the best.

BIG THANKS!! I have been searching for this answer for a couple of hours - nothing was working. That is all I wanted to do - just HIDE it if I couldn't get rid of it any other way (and I couldn't). New to pivot tables, so I really appreciate simple answers!

I just tried with a "label filter", including values that are NOT blank (when the filter asks for a value I input nothing).

That did the trick.

It is important to note that this is not a solution for pivot tables linked to changing data. When you de-select any entry, even (blank), the list is fixed to the number of items checked, and if updating the data brings in more items, the pivot table will not include them.