There is another solution. The next code is bad (although I think pandas needs this feature):
import pandas as pd
# empty dataframe
a = pd.DataFrame()
a.loc[0] = {'first': 111, 'second': 222}
But the next code runs fine:
import pandas as pd
# empty dataframe
a = pd.DataFrame()
a = a.append(pd.Series({'first': 111, 'second': 222}, name=0))