diff --git a/pandas/core/apply.py b/pandas/core/apply.py
index 0246971bfa2b4..3544f165e1d68 100644
--- a/pandas/core/apply.py
+++ b/pandas/core/apply.py
@@ -530,7 +530,8 @@ def series_generator(self):
                 ser._mgr = mgr
                 blk.values = arr
                 ser.name = name
-                yield ser
+                # To fix issue of #39166
+                yield ser.copy()
 
     @property
     def result_index(self) -> Index: