diff --git a/pandas/tests/groupby/test_apply.py b/pandas/tests/groupby/test_apply.py
index 18ad5d90b3f60..9fbcced75c327 100644
--- a/pandas/tests/groupby/test_apply.py
+++ b/pandas/tests/groupby/test_apply.py
@@ -866,3 +866,17 @@ def fct(group):
         [[1.0, 2.0], [3.0], [np.nan]], index=pd.Index(["a", "b", "none"], name="A")
     )
     tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "function", [lambda gr: gr.index, lambda gr: gr.index + 1 - 1],
+)
+def test_apply_function_index_return(function):
+    # GH: 22541
+    df = pd.DataFrame([1, 2, 2, 2, 1, 2, 3, 1, 3, 1], columns=["id"])
+    result = df.groupby("id").apply(function)
+    expected = pd.Series(
+        [pd.Index([0, 4, 7, 9]), pd.Index([1, 2, 3, 5]), pd.Index([6, 8])],
+        index=pd.Index([1, 2, 3], name="id"),
+    )
+    tm.assert_series_equal(result, expected)