One of the axioms of ZF set theory is the axiom of union: $$(\forall x)(\exists y)(\forall z)(z\in y \iff (\exists t)(z\in t\ \&\ t\in x)).$$ The axiom of union (together with the axiom of extensionality) guarantees that the operation $$x\mapsto\bigcup x$$ can be defined for all sets and indeed captures our intuition of the union of all elements of $x$.
On the other hand intersection, understood as a common part of all members of a set, cannot be defined since $\bigcap\emptyset$ poses a problem. However, what is stopping us from using the axiom scheme of separation and defining $$\bigcap x :=\{y\in\bigcup x\ |\ (\forall z)(z\in x\Rightarrow y\in z)\},$$ which is a correct instance of the axiom scheme of separation and captures the notion of the intersection of all elements for nonempty sets $x$, while for an empty set we have clearly $\bigcap\emptyset = \emptyset$ (since $\bigcup\emptyset = \emptyset$)?
Addressing comments and to be more precise: how to define an intersection of all members of a set in ZF (please provide a formula in a language of ZF) such that the induced operation of intersection is undefined for the empty set?
I ask because I saw that people have this definition in mind (instead of "mine" presented above), but rarely write it down and just go on just claiming that $$\bigcap x$$ is possible to define for nonempty sets $x$, and undefined for $\emptyset$ (i.e. see chapter 5 in "Notes on logic and set theory" by P. T. Johnstone).
Let's pretend that you are a new student to set theory. Let's assume that you understood the primitive notions of membership and equality, what formulas are (in the language of Set Theory), and the following nonlogical axioms: extensionality, existence of empty set, separation, pairing, union.
Now let's develop the notion of intersection.
Remark. For each nonempty collection $\mathcal{C}$ of sets, there exists a unique set, denoted $$\bigcap\mathcal{C}\qquad\text{or}\qquad\{x:(\forall A\in \mathcal{C})[x\in A]\},$$ whose elements are exactly those elements $x$ such that $x\in A$ for every $A\in\mathcal{C}$.
Indeed, consider $\{x\in A_0:(\forall A\in \mathcal{C})[x\in A]\}$ where $A_0$ is any fixed element of $\mathcal{C}$.
Definition. Let $\mathcal{C}$ be a nonempty collection of sets. The intersection of $\mathcal{C}$ is $\bigcap\mathcal{C}$.
Definition. Let $X$ and $Y$ be sets. The intersection of $X$ and $Y$, denoted $X\cap Y$, is $\bigcap\{X,Y\}$.
End of development.
Notice that $\bigcap\mathcal{C}$ is only defined once it is established that it is nonempty.
Side Note: It is unreasonable to define an infimum operator for an arbitrary set $X$. The set $X$ does not even have an ordering! It is pointless to try. Only once $X$ has an established partial ordering should one continue to define the infimum operator. But even then the infimum may not exist in all cases. That is why the typical work-around is to instead focus one's attention to a complete lattice, or even better, consider the completion of $(X,\preceq)$ (if it is unique up to isomorphism), or resign oneself that some collections have no infimum.
I use infimum here because that is essentially what $\bigcap$ is---an infimum of a collection of sets under the established ordering $\subseteq$. However, as we are quite aware, there is no infimum for $\varnothing$.