You want matplotlib.pcolor
:
import numpy as np
from pandas import DataFrame
import matplotlib.pyplot as plt
index = ['aaa', 'bbb', 'ccc', 'ddd', 'eee']
columns = ['A', 'B', 'C', 'D']
df = DataFrame(abs(np.random.randn(5, 4)), index=index, columns=columns)
plt.pcolor(df)
plt.yticks(np.arange(0.5, len(df.index), 1), df.index)
plt.xticks(np.arange(0.5, len(df.columns), 1), df.columns)
plt.show()
This gives: