Let $\{A_\alpha:\alpha \in \Lambda\}$ be an indexed collection of sets. If $\bigcap \{A_\alpha:\alpha \in \Lambda\} \neq \emptyset$, then for each $\beta \in \Lambda$, $A_\beta \neq \emptyset$.
My thought was a proof through contraposition:
Assume $A_\beta = \emptyset$ for some $\beta \in \Lambda.$ It would follow that the intersection of $A_\beta$ with another set $A_\gamma$, where $\gamma \in \Lambda$ would yield the empty set. Thus $\bigcap \{A_\alpha:\alpha \in \Lambda\} = \emptyset$.
Is this proof valid or did I maybe overlook something. Any thoughts would be appreciated.
Going off of Bernard's comment, recall that for any sets $A$ and $B$ we have $(A \cap B) \subset A$. Therefore, supposing by contraposition that $A_k = \emptyset$ for some $k \in \Lambda$, we see that $\bigcap_{\alpha} A_{\alpha} \subset A_{k} = \emptyset$. Thus $\bigcap_{\alpha} A_{\alpha} = \emptyset$, and the proof is complete.
(Edit: to clarify, yes, your proof is valid, though this approach is slightly more direct.)