diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 05148c1f7e80a..1ba5e55ceb2a4 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -4731,6 +4731,7 @@ def corr(self, method='pearson', min_periods=1):
         """
         numeric_df = self._get_numeric_data()
         cols = numeric_df.columns
+        idx = cols.copy()
         mat = numeric_df.values
 
         if method == 'pearson':
@@ -4763,7 +4764,7 @@ def corr(self, method='pearson', min_periods=1):
                     correl[i, j] = c
                     correl[j, i] = c
 
-        return self._constructor(correl, index=cols, columns=cols)
+        return self._constructor(correl, index=idx, columns=cols)
 
     def cov(self, min_periods=None):
         """
@@ -4786,6 +4787,7 @@ def cov(self, min_periods=None):
         """
         numeric_df = self._get_numeric_data()
         cols = numeric_df.columns
+        idx = cols.copy()
         mat = numeric_df.values
 
         if notnull(mat).all():
@@ -4799,7 +4801,7 @@ def cov(self, min_periods=None):
             baseCov = _algos.nancorr(_ensure_float64(mat), cov=True,
                                      minp=min_periods)
 
-        return self._constructor(baseCov, index=cols, columns=cols)
+        return self._constructor(baseCov, index=idx, columns=cols)
 
     def corrwith(self, other, axis=0, drop=False):
         """