Thanks to @EdChum I was struggling with same problem especially when indexes do not match. Unfortunatly in pandas guide this case is missed (when you for example delete some rows)
import pandas as pd
t=pd.DataFrame()
t['a']=[1,2,3,4]
t=t.loc[t['a']>1] #now index starts from 1
u=pd.DataFrame()
u['b']=[1,2,3] #index starts from 0
#option 1
#keep index of t
u.index = t.index
#option 2
#index of t starts from 0
t.reset_index(drop=True, inplace=True)
#now concat will keep number of rows
r=pd.concat([t,u], axis=1)