Why does Entity Framework return null object?

Question

I have a project and use Entity Framework to work with database. I get this error when I want to get list of entity.

Object reference not set to an instance of an object

Code:

var query = db.FSefareshArt
              .Where(se => se.SefareshID == intSefareshId)
              .ToList()
              .Select(se => new { se.ArtID, se.KalaID, se.Kala.KalaName, se.Kala.Abead, se.Count, se.Kala.Vahed, se.SefareshID, se.Person.FullName, se.ArtStateID, StateTitle = Upset.GetSefArtState(se.ArtID), se.Description, se.CreationDateTime })
              .ToList();

When I run the project, it works without error, but when I insert a new record, this error happens.

Entity Kala in se.Kala is null. Why?