As of scikit-learn v0.20, the easiest way to convert a classification report to a pandas Dataframe is by simply having the report returned as a dict:
report = classification_report(y_test, y_pred, output_dict=True)
and then construct a Dataframe and transpose it:
df = pandas.DataFrame(report).transpose()
From here on, you are free to use the standard pandas methods to generate your desired output formats (CSV, HTML, LaTeX, …).
See the documentation.