diff --git a/pandas/tests/io/test_sql.py b/pandas/tests/io/test_sql.py
index c2c47672b190d..b1a1d5f7ebcb1 100644
--- a/pandas/tests/io/test_sql.py
+++ b/pandas/tests/io/test_sql.py
@@ -2972,3 +2972,20 @@ def test_if_exists(self):
             (5, "E"),
         ]
         self.drop_table(table_name)
+
+    def test_index_consistency_df_and_sql_df(self):
+        # GH47608
+        cur = self.conn.cursor()
+
+        cur.execute("CREATE TABLE data (id int, val real)")
+        cur.execute("INSERT INTO data VALUES (1, 150.0), (2, 160.0)")
+        self.conn.commit()
+
+        result = pd.read_sql("SELECT * FROM data", self.conn)
+        expected = DataFrame({"id": [1, 2], "val": [150.0, 160.0]})
+        tm.assert_frame_equal(result, expected)
+
+        result = pd.read_sql("SELECT * FROM data WHERE (1 = 0)", self.conn)
+
+        expected = DataFrame({"id": [], "val": []})
+        tm.assert_frame_equal(result, expected)