Use (fast and simple):
df = df[np.isfinite(df).all(1)]
This answer is based on DougR's answer in an other question. Here an example code:
import pandas as pd
import numpy as np
df=pd.DataFrame([1,2,3,np.nan,4,np.inf,5,-np.inf,6])
print('Input:\n',df,sep='')
df = df[np.isfinite(df).all(1)]
print('\nDropped:\n',df,sep='')
Result:
Input:
0
0 1.0000
1 2.0000
2 3.0000
3 NaN
4 4.0000
5 inf
6 5.0000
7 -inf
8 6.0000
Dropped:
0
0 1.0
1 2.0
2 3.0
4 4.0
6 5.0
8 6.0