diff --git a/doc/source/whatsnew/v0.16.1.txt b/doc/source/whatsnew/v0.16.1.txt
index 456a3f51fc4ad..938d588436d75 100644
--- a/doc/source/whatsnew/v0.16.1.txt
+++ b/doc/source/whatsnew/v0.16.1.txt
@@ -126,3 +126,5 @@ Bug Fixes
 - Bug in unequal comparisons between a ``Series`` of dtype `"category"` and a scalar (e.g. ``Series(Categorical(list("abc"), categories=list("cba"), ordered=True)) > "b"``, which wouldn't use the order of the categories but use the lexicographical order. (:issue:`9848`)
 
 - Bug in unequal comparisons between categorical data and a scalar, which was not in the categories (e.g. ``Series(Categorical(list("abc"), ordered=True)) > "d"``. This returned ``False`` for all elements, but now raises a ``TypeError``. Equality comparisons also now return ``False`` for ``==`` and ``True`` for ``!=``. (:issue:`9848`)
+
+- Bug in ``Frame.append()`` where the index could get dropped when adding a new row. (:issue:`9857`)
diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 8b683ad89558a..9f148559af0cc 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -3928,6 +3928,7 @@ def append(self, other, ignore_index=False, verify_integrity=False):
             other = other.reindex(combined_columns, copy=False)
             other = DataFrame(other.values.reshape((1, len(other))),
                               index=index, columns=combined_columns).convert_objects()
+            other.index = other.index.rename(self.index.name)
             if not self.columns.equals(combined_columns):
                 self = self.reindex(columns=combined_columns)
         elif isinstance(other, list) and not isinstance(other[0], DataFrame):
diff --git a/pandas/tests/test_index.py b/pandas/tests/test_index.py
index bb75b12754dca..b6860eab71742 100644
--- a/pandas/tests/test_index.py
+++ b/pandas/tests/test_index.py
@@ -4081,6 +4081,15 @@ def test_get_combined_index():
     result = _get_combined_index([])
     assert(result.equals(Index([])))
 
+def test_new_rows_retains_index():
+    #GH 9857
+    df = pd.DataFrame({'x': [1,2,6], 'y': [2,2,8], 'z':[-5,0,5]})
+    df = df.set_index('z')
+    assert(df.index.name == 'z')
+    df.loc[5] = {'x': 9, 'y': 99}
+    df.loc[10] = {'x': 7, 'y': 77}
+    assert(df.index.name == 'z')
+
 
 
 if __name__ == '__main__':