diff --git a/pandas/core/indexes/datetimes.py b/pandas/core/indexes/datetimes.py
index 942b51eda7d0b..f55d943e3086e 100644
--- a/pandas/core/indexes/datetimes.py
+++ b/pandas/core/indexes/datetimes.py
@@ -253,7 +253,7 @@ def __new__(
             ambiguous=ambiguous,
         )
 
-        subarr = cls._simple_new(dtarr, name=name, freq=dtarr.freq, tz=dtarr.tz)
+        subarr = cls._simple_new(dtarr, name=name)
         return subarr
 
     @classmethod
@@ -1163,7 +1163,7 @@ def date_range(
         closed=closed,
         **kwargs,
     )
-    return DatetimeIndex._simple_new(dtarr, tz=dtarr.tz, freq=dtarr.freq, name=name)
+    return DatetimeIndex._simple_new(dtarr, name=name)
 
 
 def bdate_range(
diff --git a/pandas/core/indexes/timedeltas.py b/pandas/core/indexes/timedeltas.py
index 582c257b50ad0..9dba87f67c41d 100644
--- a/pandas/core/indexes/timedeltas.py
+++ b/pandas/core/indexes/timedeltas.py
@@ -177,7 +177,7 @@ def __new__(
         tdarr = TimedeltaArray._from_sequence(
             data, freq=freq, unit=unit, dtype=dtype, copy=copy
         )
-        return cls._simple_new(tdarr._data, freq=tdarr.freq, name=name)
+        return cls._simple_new(tdarr, name=name)
 
     @classmethod
     def _simple_new(cls, values, name=None, freq=None, dtype=_TD_DTYPE):
@@ -507,4 +507,4 @@ def timedelta_range(
 
     freq, freq_infer = dtl.maybe_infer_freq(freq)
     tdarr = TimedeltaArray._generate_range(start, end, periods, freq, closed=closed)
-    return TimedeltaIndex._simple_new(tdarr._data, freq=tdarr.freq, name=name)
+    return TimedeltaIndex._simple_new(tdarr, name=name)
diff --git a/pandas/core/tools/datetimes.py b/pandas/core/tools/datetimes.py
index 84c17748c503c..3a9d0623ff4a6 100644
--- a/pandas/core/tools/datetimes.py
+++ b/pandas/core/tools/datetimes.py
@@ -37,9 +37,10 @@
 )
 from pandas.core.dtypes.missing import notna
 
-from pandas.arrays import IntegerArray
+from pandas.arrays import DatetimeArray, IntegerArray
 from pandas.core import algorithms
 from pandas.core.algorithms import unique
+from pandas.core.arrays.datetimes import tz_to_dtype
 
 # ---------------------------------------------------------------------
 # types used in annotations
@@ -282,7 +283,6 @@ def _convert_listlike_datetimes(
     Index-like of parsed dates
     """
     from pandas import DatetimeIndex
-    from pandas.core.arrays import DatetimeArray
     from pandas.core.arrays.datetimes import (
         maybe_convert_dtype,
         objects_to_datetime64ns,
@@ -427,7 +427,8 @@ def _convert_listlike_datetimes(
             #  datetime objects are found without passing `utc=True`
             try:
                 values, tz = conversion.datetime_to_datetime64(arg)
-                return DatetimeIndex._simple_new(values, name=name, tz=tz)
+                dta = DatetimeArray(values, dtype=tz_to_dtype(tz))
+                return DatetimeIndex._simple_new(dta, name=name)
             except (ValueError, TypeError):
                 raise e
 
@@ -447,7 +448,8 @@ def _convert_listlike_datetimes(
     if tz_parsed is not None:
         # We can take a shortcut since the datetime64 numpy array
         # is in UTC
-        return DatetimeIndex._simple_new(result, name=name, tz=tz_parsed)
+        dta = DatetimeArray(result, dtype=tz_to_dtype(tz_parsed))
+        return DatetimeIndex._simple_new(dta, name=name)
 
     utc = tz == "utc"
     return _box_as_indexlike(result, utc=utc, name=name)
diff --git a/pandas/io/pytables.py b/pandas/io/pytables.py
index 9e8d8a2e89f20..3e4673c890bef 100644
--- a/pandas/io/pytables.py
+++ b/pandas/io/pytables.py
@@ -58,7 +58,7 @@
     concat,
     isna,
 )
-from pandas.core.arrays.categorical import Categorical
+from pandas.core.arrays import Categorical, DatetimeArray, PeriodArray
 import pandas.core.common as com
 from pandas.core.computation.pytables import PyTablesExpr, maybe_expression
 from pandas.core.indexes.api import ensure_index
@@ -2656,7 +2656,8 @@ def _get_index_factory(self, klass):
 
             def f(values, freq=None, tz=None):
                 # data are already in UTC, localize and convert if tz present
-                result = DatetimeIndex._simple_new(values.values, name=None, freq=freq)
+                dta = DatetimeArray._simple_new(values.values, freq=freq)
+                result = DatetimeIndex._simple_new(dta, name=None)
                 if tz is not None:
                     result = result.tz_localize("UTC").tz_convert(tz)
                 return result
@@ -2665,7 +2666,8 @@ def f(values, freq=None, tz=None):
         elif klass == PeriodIndex:
 
             def f(values, freq=None, tz=None):
-                return PeriodIndex._simple_new(values, name=None, freq=freq)
+                parr = PeriodArray._simple_new(values, freq=freq)
+                return PeriodIndex._simple_new(parr, name=None)
 
             return f