diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 1c8b1ccd0fe8d..64edb8c3848d0 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -1599,16 +1599,57 @@ def from_csv(cls, path, header=0, sep=',', index_col=0, parse_dates=True,
 
     def to_sparse(self, fill_value=None, kind='block'):
         """
-        Convert to SparseDataFrame
+        Convert to SparseDataFrame.
+
+        Implement the sparse version of the DataFrame meaning that any data
+        matching a specific value it's omitted in the representation.
+        The sparse DataFrame allows for a more efficient storage.
 
         Parameters
         ----------
-        fill_value : float, default NaN
-        kind : {'block', 'integer'}
+        fill_value : float, default None
+            The specific value that should be omitted in the representation.
+        kind : {'block', 'integer'}, default 'block'
+            The kind of the SparseIndex tracking where data is not equal to
+            the fill value:
+
+            - 'block' tracks only the locations and sizes of blocks of data.
+            - 'integer' keeps an array with all the locations of the data.
+
+            In most cases 'block' is recommended, since it's more memory
+            efficient.
 
         Returns
         -------
-        y : SparseDataFrame
+        SparseDataFrame
+            The sparse representation of the DataFrame.
+
+        See Also
+        --------
+        DataFrame.to_dense :
+            Converts the DataFrame back to the its dense form.
+
+        Examples
+        --------
+        >>> df = pd.DataFrame([(np.nan, np.nan),
+        ...                    (1., np.nan),
+        ...                    (np.nan, 1.)])
+        >>> df
+             0    1
+        0  NaN  NaN
+        1  1.0  NaN
+        2  NaN  1.0
+        >>> type(df)
+        <class 'pandas.core.frame.DataFrame'>
+
+        >>> sdf = df.to_sparse()
+        >>> sdf
+             0    1
+        0  NaN  NaN
+        1  1.0  NaN
+        2  NaN  1.0
+        >>> type(sdf)
+        <class 'pandas.core.sparse.frame.SparseDataFrame'>
         """
         from pandas.core.sparse.frame import SparseDataFrame
         return SparseDataFrame(self._series, index=self.index,