You have unicode values in your DataFrame. Files store bytes, which means all unicode have to be encoded into bytes before they can be stored in a file. You have to specify an encoding, such as utf-8. For example,
df.to_csv('path', header=True, index=False, encoding='utf-8')
If you don’t specify an encoding, then the encoding used by df.to_csv defaults to ascii in Python2, or utf-8 in Python3.