diff --git a/pandas/compat/_optional.py b/pandas/compat/_optional.py
index a26da75d921ef..b5a18a1fd2674 100644
--- a/pandas/compat/_optional.py
+++ b/pandas/compat/_optional.py
@@ -25,6 +25,7 @@
     "s3fs": "0.4.0",
     "scipy": "1.2.0",
     "sqlalchemy": "1.2.8",
+    "sql_metadata": None,
     "tables": "3.5.1",
     "tabulate": "0.8.7",
     "xarray": "0.12.3",
diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 2736560def2cb..b2f6893eb0752 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -437,6 +437,7 @@
 3   bar      8
 """
 
+# DataFrame helper functions
 
 # -----------------------------------------------------------------------
 # DataFrame class
@@ -566,7 +567,6 @@ def __init__(
         dtype: Dtype | None = None,
         copy: bool | None = None,
     ):
-
         if copy is None:
             if isinstance(data, dict) or data is None:
                 # retain pre-GH#38939 default behavior
@@ -669,6 +669,16 @@ def __init__(
         # For data is list-like, or Iterable (will consume into list)
         elif is_list_like(data):
             if not isinstance(data, (abc.Sequence, ExtensionArray)):
+                # For data is a sqlalchemy query, extract column names
+                if str(type(data)) == "<class 'sqlalchemy.orm.query.Query'>":
+                    sql_mt = import_optional_dependency("sql_metadata")
+                    # Extract column names using sql_metadata
+                    columns = list(sql_mt.get_query_columns(str(data)))
+                    # Sanitize column names and remove everything before . character
+                    for i in range(len(columns)):
+                        if columns[i].find(".") != -1:
+                            columns[i] = columns[i][columns[i].find(".") + 1 :]
+
                 data = list(data)
             if len(data) > 0:
                 if is_dataclass(data[0]):