You can create an empty DataFrame with either column names or an Index:
In [4]: import pandas as pd
In [5]: df = pd.DataFrame(columns=['A','B','C','D','E','F','G'])
In [6]: df
Out[6]:
Empty DataFrame
Columns: [A, B, C, D, E, F, G]
Index: []
Or
In [7]: df = pd.DataFrame(index=range(1,10))
In [8]: df
Out[8]:
Empty DataFrame
Columns: []
Index: [1, 2, 3, 4, 5, 6, 7, 8, 9]
Edit: Even after your amendment with the .to_html, I can't reproduce. This:
df = pd.DataFrame(columns=['A','B','C','D','E','F','G'])
df.to_html('test.html')
Produces:
<table border="1" class="dataframe">
<thead>
<tr style="text-align: right;">
<th></th>
<th>A</th>
<th>B</th>
<th>C</th>
<th>D</th>
<th>E</th>
<th>F</th>
<th>G</th>
</tr>
</thead>
<tbody>
</tbody>
</table>