Trying to drop NaN indexed row in dataframe

With pandas version >= 0.20.0 you can:

df = df[df.index.notnull()]

With older versions:

df = df[pandas.notnull(df.index)]

To break it down:

notnull generates a boolean mask, e.g. [False, False, True], where True denotes the value at the corresponding position is null (numpy.nan or None). We then select the rows whose index corresponds to a true value in the mask by using df[boolean_mask].