diff --git a/doc/source/conf.py b/doc/source/conf.py
index e7d358c7961ab..971aa04ba866a 100644
--- a/doc/source/conf.py
+++ b/doc/source/conf.py
@@ -319,7 +319,7 @@
    pd.options.display.max_rows = 15
 
    import os
-   os.chdir('{}')
+   os.chdir(r'{}')
 """.format(os.path.dirname(os.path.dirname(__file__)))