diff --git a/pandas/core/generic.py b/pandas/core/generic.py
index 037ab900e6150..c7548ab0ffd4f 100644
--- a/pandas/core/generic.py
+++ b/pandas/core/generic.py
@@ -1200,7 +1200,7 @@ def to_sql(self, name, con, flavor=None, schema=None, if_exists='fail',
                    if_exists=if_exists, index=index, index_label=index_label,
                    chunksize=chunksize, dtype=dtype)
 
-    def to_pickle(self, path):
+    def to_pickle(self, path, protocol):
         """
         Pickle (serialize) object to input file path.
 
@@ -1210,7 +1210,7 @@ def to_pickle(self, path):
             File path
         """
         from pandas.io.pickle import to_pickle
-        return to_pickle(self, path)
+        return to_pickle(self, path, protocol)
 
     def to_clipboard(self, excel=None, sep=None, **kwargs):
         """
diff --git a/pandas/io/pickle.py b/pandas/io/pickle.py
index 2358c296f782e..d65687f08731f 100644
--- a/pandas/io/pickle.py
+++ b/pandas/io/pickle.py
@@ -6,7 +6,7 @@
 from pandas.types.common import is_datetime64_dtype, _NS_DTYPE
 
 
-def to_pickle(obj, path):
+def to_pickle(obj, path, protocol=pkl.HIGHEST_PROTOCOL):
     """
     Pickle (serialize) object to input file path
 
@@ -17,7 +17,7 @@ def to_pickle(obj, path):
         File path
     """
     with open(path, 'wb') as f:
-        pkl.dump(obj, f, protocol=pkl.HIGHEST_PROTOCOL)
+        pkl.dump(obj, f, protocol=protocol)
 
 
 def read_pickle(path):