diff --git a/qlib/utils/index_data.py b/qlib/utils/index_data.py
index c707240d09..4a64845220 100644
--- a/qlib/utils/index_data.py
+++ b/qlib/utils/index_data.py
@@ -612,7 +612,7 @@ def to_dict(self):
         return dict(zip(self.index, self.data.tolist()))
 
     def to_series(self):
-        return pd.Series(self.data, index=self.index)
+        return pd.Series(self.data, index=self.index.tolist())
 
     def __repr__(self) -> str:
         return str(pd.Series(self.data, index=self.index.tolist()))