diff --git a/homeassistant/components/shelly/binary_sensor.py b/homeassistant/components/shelly/binary_sensor.py
index 716303b7bda..301a74064a5 100644
--- a/homeassistant/components/shelly/binary_sensor.py
+++ b/homeassistant/components/shelly/binary_sensor.py
@@ -296,12 +296,15 @@ class BlockSleepingBinarySensor(ShellySleepingBlockAttributeEntity, BinarySensor
     entity_description: BlockBinarySensorDescription
 
     @property
-    def is_on(self) -> bool:
+    def is_on(self) -> bool | None:
         """Return true if sensor state is on."""
         if self.block is not None:
             return bool(self.attribute_value)
 
-        return self.last_state == STATE_ON
+        if self.last_state is None:
+            return None
+
+        return self.last_state.state == STATE_ON
 
 
 class RpcSleepingBinarySensor(ShellySleepingRpcAttributeEntity, BinarySensorEntity):
@@ -310,9 +313,12 @@ class RpcSleepingBinarySensor(ShellySleepingRpcAttributeEntity, BinarySensorEnti
     entity_description: RpcBinarySensorDescription
 
     @property
-    def is_on(self) -> bool:
+    def is_on(self) -> bool | None:
         """Return true if RPC sensor state is on."""
         if self.coordinator.device.initialized:
             return bool(self.attribute_value)
 
-        return self.last_state == STATE_ON
+        if self.last_state is None:
+            return None
+
+        return self.last_state.state == STATE_ON
diff --git a/homeassistant/components/shelly/config_flow.py b/homeassistant/components/shelly/config_flow.py
index a6d7be3cd0c..43e9f9b8fe7 100644
--- a/homeassistant/components/shelly/config_flow.py
+++ b/homeassistant/components/shelly/config_flow.py
@@ -75,7 +75,6 @@ async def validate_input(
             options,
         )
         await rpc_device.shutdown()
-        assert rpc_device.shelly
 
         return {
             "title": rpc_device.name,
diff --git a/homeassistant/components/shelly/entity.py b/homeassistant/components/shelly/entity.py
index 4811334b285..a17f1a7d507 100644
--- a/homeassistant/components/shelly/entity.py
+++ b/homeassistant/components/shelly/entity.py
@@ -9,8 +9,7 @@ from aioshelly.block_device import Block
 from aioshelly.exceptions import DeviceConnectionError, InvalidAuthError, RpcCallError
 
 from homeassistant.config_entries import ConfigEntry
-from homeassistant.const import ATTR_UNIT_OF_MEASUREMENT
-from homeassistant.core import HomeAssistant, callback
+from homeassistant.core import HomeAssistant, State, callback
 from homeassistant.exceptions import HomeAssistantError
 from homeassistant.helpers.device_registry import CONNECTION_NETWORK_MAC
 from homeassistant.helpers.entity import DeviceInfo, Entity, EntityDescription
@@ -566,8 +565,7 @@ class ShellySleepingBlockAttributeEntity(ShellyBlockAttributeEntity, RestoreEnti
     ) -> None:
         """Initialize the sleeping sensor."""
         self.sensors = sensors
-        self.last_state: StateType = None
-        self.last_unit: str | None = None
+        self.last_state: State | None = None
         self.coordinator = coordinator
         self.attribute = attribute
         self.block: Block | None = block  # type: ignore[assignment]
@@ -592,12 +590,7 @@ class ShellySleepingBlockAttributeEntity(ShellyBlockAttributeEntity, RestoreEnti
     async def async_added_to_hass(self) -> None:
         """Handle entity which will be added."""
         await super().async_added_to_hass()
-
-        last_state = await self.async_get_last_state()
-
-        if last_state is not None:
-            self.last_state = last_state.state
-            self.last_unit = last_state.attributes.get(ATTR_UNIT_OF_MEASUREMENT)
+        self.last_state = await self.async_get_last_state()
 
     @callback
     def _update_callback(self) -> None:
@@ -649,8 +642,7 @@ class ShellySleepingRpcAttributeEntity(ShellyRpcAttributeEntity, RestoreEntity):
         entry: RegistryEntry | None = None,
     ) -> None:
         """Initialize the sleeping sensor."""
-        self.last_state: StateType = None
-        self.last_unit: str | None = None
+        self.last_state: State | None = None
         self.coordinator = coordinator
         self.key = key
         self.attribute = attribute
@@ -675,9 +667,4 @@ class ShellySleepingRpcAttributeEntity(ShellyRpcAttributeEntity, RestoreEntity):
     async def async_added_to_hass(self) -> None:
         """Handle entity which will be added."""
         await super().async_added_to_hass()
-
-        last_state = await self.async_get_last_state()
-
-        if last_state is not None:
-            self.last_state = last_state.state
-            self.last_unit = last_state.attributes.get(ATTR_UNIT_OF_MEASUREMENT)
+        self.last_state = await self.async_get_last_state()
diff --git a/homeassistant/components/shelly/light.py b/homeassistant/components/shelly/light.py
index 18c1da8a795..0421a8990b1 100644
--- a/homeassistant/components/shelly/light.py
+++ b/homeassistant/components/shelly/light.py
@@ -81,7 +81,6 @@ def async_setup_block_entry(
                 continue
 
             blocks.append(block)
-            assert coordinator.device.shelly
             unique_id = f"{coordinator.mac}-{block.type}_{block.channel}"
             async_remove_shelly_entity(hass, "switch", unique_id)
 
diff --git a/homeassistant/components/shelly/number.py b/homeassistant/components/shelly/number.py
index b7b8c3300d3..2726041db58 100644
--- a/homeassistant/components/shelly/number.py
+++ b/homeassistant/components/shelly/number.py
@@ -93,12 +93,15 @@ class BlockSleepingNumber(ShellySleepingBlockAttributeEntity, NumberEntity):
     entity_description: BlockNumberDescription
 
     @property
-    def native_value(self) -> float:
+    def native_value(self) -> float | None:
         """Return value of number."""
         if self.block is not None:
             return cast(float, self.attribute_value)
 
-        return cast(float, self.last_state)
+        if self.last_state is None:
+            return None
+
+        return cast(float, self.last_state.state)
 
     async def async_set_native_value(self, value: float) -> None:
         """Set value."""
diff --git a/homeassistant/components/shelly/sensor.py b/homeassistant/components/shelly/sensor.py
index c344e522716..67e2ad19008 100644
--- a/homeassistant/components/shelly/sensor.py
+++ b/homeassistant/components/shelly/sensor.py
@@ -15,6 +15,7 @@ from homeassistant.components.sensor import (
 )
 from homeassistant.config_entries import ConfigEntry
 from homeassistant.const import (
+    ATTR_UNIT_OF_MEASUREMENT,
     CONCENTRATION_PARTS_PER_MILLION,
     DEGREE,
     LIGHT_LUX,
@@ -669,7 +670,10 @@ class BlockSleepingSensor(ShellySleepingBlockAttributeEntity, SensorEntity):
         if self.block is not None:
             return self.attribute_value
 
-        return self.last_state
+        if self.last_state is None:
+            return None
+
+        return self.last_state.state
 
     @property
     def native_unit_of_measurement(self) -> str | None:
@@ -677,7 +681,10 @@ class BlockSleepingSensor(ShellySleepingBlockAttributeEntity, SensorEntity):
         if self.block is not None:
             return self.entity_description.native_unit_of_measurement
 
-        return self.last_unit
+        if self.last_state is None:
+            return None
+
+        return self.last_state.attributes.get(ATTR_UNIT_OF_MEASUREMENT)
 
 
 class RpcSleepingSensor(ShellySleepingRpcAttributeEntity, SensorEntity):
@@ -691,12 +698,12 @@ class RpcSleepingSensor(ShellySleepingRpcAttributeEntity, SensorEntity):
         if self.coordinator.device.initialized:
             return self.attribute_value
 
-        return self.last_state
+        if self.last_state is None:
+            return None
+
+        return self.last_state.state
 
     @property
     def native_unit_of_measurement(self) -> str | None:
         """Return the unit of measurement of the sensor, if any."""
-        if self.coordinator.device.initialized:
-            return self.entity_description.native_unit_of_measurement
-
-        return self.last_unit
+        return self.entity_description.native_unit_of_measurement
diff --git a/homeassistant/components/shelly/update.py b/homeassistant/components/shelly/update.py
index 3f14fd45138..065b0469e39 100644
--- a/homeassistant/components/shelly/update.py
+++ b/homeassistant/components/shelly/update.py
@@ -221,7 +221,6 @@ class RpcUpdateEntity(ShellyRpcAttributeEntity, UpdateEntity):
     @property
     def installed_version(self) -> str | None:
         """Version currently in use."""
-        assert self.coordinator.device.shelly
         return cast(str, self.coordinator.device.shelly["ver"])
 
     @property
diff --git a/homeassistant/components/shelly/utils.py b/homeassistant/components/shelly/utils.py
index 44a1802c9eb..95fbf94a83b 100644
--- a/homeassistant/components/shelly/utils.py
+++ b/homeassistant/components/shelly/utils.py
@@ -51,8 +51,6 @@ def async_remove_shelly_entity(
 
 def get_number_of_channels(device: BlockDevice, block: Block) -> int:
     """Get number of channels for block type."""
-    assert isinstance(device.shelly, dict)
-
     channels = None
 
     if block.type == "input":
diff --git a/tests/components/shelly/test_binary_sensor.py b/tests/components/shelly/test_binary_sensor.py
index b39a395d11b..5330a7b42a4 100644
--- a/tests/components/shelly/test_binary_sensor.py
+++ b/tests/components/shelly/test_binary_sensor.py
@@ -3,7 +3,7 @@
 
 from homeassistant.components.binary_sensor import DOMAIN as BINARY_SENSOR_DOMAIN
 from homeassistant.components.shelly.const import SLEEP_PERIOD_MULTIPLIER
-from homeassistant.const import STATE_OFF, STATE_ON
+from homeassistant.const import STATE_OFF, STATE_ON, STATE_UNKNOWN
 from homeassistant.core import State
 from homeassistant.helpers.entity_registry import async_get
 
@@ -134,6 +134,29 @@ async def test_block_restored_sleeping_binary_sensor(
     assert hass.states.get(entity_id).state == STATE_OFF
 
 
+async def test_block_restored_sleeping_binary_sensor_no_last_state(
+    hass, mock_block_device, device_reg, monkeypatch
+):
+    """Test block restored sleeping binary sensor missing last state."""
+    entry = await init_integration(hass, 1, sleep_period=1000, skip_setup=True)
+    register_device(device_reg, entry)
+    entity_id = register_entity(
+        hass, BINARY_SENSOR_DOMAIN, "test_name_motion", "sensor_0-motion", entry
+    )
+    monkeypatch.setattr(mock_block_device, "initialized", False)
+    await hass.config_entries.async_setup(entry.entry_id)
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == STATE_UNKNOWN
+
+    # Make device online
+    monkeypatch.setattr(mock_block_device, "initialized", True)
+    mock_block_device.mock_update()
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == STATE_OFF
+
+
 async def test_rpc_binary_sensor(hass, mock_rpc_device, monkeypatch) -> None:
     """Test RPC binary sensor."""
     entity_id = f"{BINARY_SENSOR_DOMAIN}.test_cover_0_overpowering"
@@ -212,3 +235,28 @@ async def test_rpc_restored_sleeping_binary_sensor(
     await hass.async_block_till_done()
 
     assert hass.states.get(entity_id).state == STATE_OFF
+
+
+async def test_rpc_restored_sleeping_binary_sensor_no_last_state(
+    hass, mock_rpc_device, device_reg, monkeypatch
+):
+    """Test RPC restored sleeping binary sensor missing last state."""
+    entry = await init_integration(hass, 2, sleep_period=1000, skip_setup=True)
+    register_device(device_reg, entry)
+    entity_id = register_entity(
+        hass, BINARY_SENSOR_DOMAIN, "test_name_cloud", "cloud-cloud", entry
+    )
+
+    monkeypatch.setattr(mock_rpc_device, "initialized", False)
+
+    await hass.config_entries.async_setup(entry.entry_id)
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == STATE_UNKNOWN
+
+    # Make device online
+    monkeypatch.setattr(mock_rpc_device, "initialized", True)
+    mock_rpc_device.mock_update()
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == STATE_OFF
diff --git a/tests/components/shelly/test_number.py b/tests/components/shelly/test_number.py
index 69b1105fef5..6229d62b5f4 100644
--- a/tests/components/shelly/test_number.py
+++ b/tests/components/shelly/test_number.py
@@ -11,7 +11,7 @@ from homeassistant.components.number import (
 )
 from homeassistant.components.shelly.const import DOMAIN
 from homeassistant.config_entries import SOURCE_REAUTH, ConfigEntryState
-from homeassistant.const import ATTR_ENTITY_ID
+from homeassistant.const import ATTR_ENTITY_ID, STATE_UNKNOWN
 from homeassistant.core import State
 from homeassistant.exceptions import HomeAssistantError
 
@@ -74,6 +74,40 @@ async def test_block_restored_number(hass, mock_block_device, device_reg, monkey
     assert hass.states.get(entity_id).state == "50"
 
 
+async def test_block_restored_number_no_last_state(
+    hass, mock_block_device, device_reg, monkeypatch
+):
+    """Test block restored number missing last state."""
+    entry = await init_integration(hass, 1, sleep_period=1000, skip_setup=True)
+    register_device(device_reg, entry)
+    capabilities = {
+        "min": 0,
+        "max": 100,
+        "step": 1,
+        "mode": "slider",
+    }
+    entity_id = register_entity(
+        hass,
+        NUMBER_DOMAIN,
+        "test_name_valve_position",
+        "device_0-valvePos",
+        entry,
+        capabilities,
+    )
+    monkeypatch.setattr(mock_block_device, "initialized", False)
+    await hass.config_entries.async_setup(entry.entry_id)
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == STATE_UNKNOWN
+
+    # Make device online
+    monkeypatch.setattr(mock_block_device, "initialized", True)
+    mock_block_device.mock_update()
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == "50"
+
+
 async def test_block_number_set_value(hass, mock_block_device):
     """Test block device number set value."""
     await init_integration(hass, 1, sleep_period=1000)
diff --git a/tests/components/shelly/test_sensor.py b/tests/components/shelly/test_sensor.py
index d62682df5a9..5113a1208fb 100644
--- a/tests/components/shelly/test_sensor.py
+++ b/tests/components/shelly/test_sensor.py
@@ -95,6 +95,29 @@ async def test_block_restored_sleeping_sensor(
     assert hass.states.get(entity_id).state == "22.1"
 
 
+async def test_block_restored_sleeping_sensor_no_last_state(
+    hass, mock_block_device, device_reg, monkeypatch
+):
+    """Test block restored sleeping sensor missing last state."""
+    entry = await init_integration(hass, 1, sleep_period=1000, skip_setup=True)
+    register_device(device_reg, entry)
+    entity_id = register_entity(
+        hass, SENSOR_DOMAIN, "test_name_temperature", "sensor_0-temp", entry
+    )
+    monkeypatch.setattr(mock_block_device, "initialized", False)
+    await hass.config_entries.async_setup(entry.entry_id)
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == STATE_UNKNOWN
+
+    # Make device online
+    monkeypatch.setattr(mock_block_device, "initialized", True)
+    mock_block_device.mock_update()
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == "22.1"
+
+
 async def test_block_sensor_error(hass, mock_block_device, monkeypatch):
     """Test block sensor unavailable on sensor error."""
     entity_id = f"{SENSOR_DOMAIN}.test_name_battery"
@@ -270,3 +293,32 @@ async def test_rpc_restored_sleeping_sensor(
     await hass.async_block_till_done()
 
     assert hass.states.get(entity_id).state == "22.9"
+
+
+async def test_rpc_restored_sleeping_sensor_no_last_state(
+    hass, mock_rpc_device, device_reg, monkeypatch
+):
+    """Test RPC restored sensor missing last state."""
+    entry = await init_integration(hass, 2, sleep_period=1000, skip_setup=True)
+    register_device(device_reg, entry)
+    entity_id = register_entity(
+        hass,
+        SENSOR_DOMAIN,
+        "test_name_temperature",
+        "temperature:0-temperature_0",
+        entry,
+    )
+
+    monkeypatch.setattr(mock_rpc_device, "initialized", False)
+
+    await hass.config_entries.async_setup(entry.entry_id)
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == STATE_UNKNOWN
+
+    # Make device online
+    monkeypatch.setattr(mock_rpc_device, "initialized", True)
+    mock_rpc_device.mock_update()
+    await hass.async_block_till_done()
+
+    assert hass.states.get(entity_id).state == "22.9"