You can use the .rename method to give different values to the columns or the index values of DataFrame.
There are the following ways to change index / columns names (labels) of pandas.DataFrame.
Use pandas.DataFrame.rename()
Change any index / columns names individually with dict
Change all index / columns names with a function
Use pandas.DataFrame.add_prefix(), pandas.DataFrame.add_suffix()
Add prefix and suffix to columns name
Update the index / columns attributes of pandas.DataFrame
Replace all index / columns names
set_index() method that sets an existing column as an index is also provided. See the following post for detail.
Specify the original name and the new name in dict like {original name: new name} to index / columns of rename().
index is for index name and columns is for the columns name. If you want to change either, you need only specify one of index or columns.
A new DataFrame is returned, the original DataFrame is not changed.
df_new = df.rename(columns={'A': 'a'}, index={'ONE': 'one'})
print(df_new)
# a B C
# one 11 12 13
# TWO 21 22 23
# THREE 31 32 33
print(df)
# A B C
# ONE 11 12 13
# TWO 21 22 23
# THREE 31 32 33