diff --git a/doc/source/whatsnew/v1.5.0.rst b/doc/source/whatsnew/v1.5.0.rst
index 0ceac8aeb9db8..0d5b96439843c 100644
--- a/doc/source/whatsnew/v1.5.0.rst
+++ b/doc/source/whatsnew/v1.5.0.rst
@@ -993,7 +993,7 @@ Indexing
 - Bug in :meth:`DataFrame.sum` min_count changes dtype if input contains NaNs (:issue:`46947`)
 - Bug in :class:`IntervalTree` that lead to an infinite recursion. (:issue:`46658`)
 - Bug in :class:`PeriodIndex` raising ``AttributeError`` when indexing on ``NA``, rather than putting ``NaT`` in its place. (:issue:`46673`)
--
+- Bug in :meth:`DataFrame.dropna` where a copy of the dataframe was not returned if rows are dropped (:issue:`39448`)
 
 Missing
 ^^^^^^^
diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 7a4f41da5840c..c7aa3f7da6f3c 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -6546,7 +6546,7 @@ def dropna(
         if np.all(mask):
             result = self.copy()
         else:
-            result = self.loc(axis=axis)[mask]
+            result = self.loc(axis=axis)[mask].copy()
 
         if not inplace:
             return result