It has to do with the way you’re calling the fillna() function.
If you do inplace=True (see code below), they will be filled in place and overwrite your original data frame.
In [1]: paste
import pandas as pd
import numpy as np
from pandas import DataFrame
from numpy import nan
df = DataFrame([[1, nan], [nan, 4], [5, 6]])
## -- End pasted text --
In [2]:
In [2]: df
Out[2]:
0 1
0 1 NaN
1 NaN 4
2 5 6
In [3]: df.fillna(0)
Out[3]:
0 1
0 1 0
1 0 4
2 5 6
In [4]: df2 = df
In [5]: df2.fillna(0)
Out[5]:
0 1
0 1 0
1 0 4
2 5 6
In [6]: df2 # note how this is unchanged.
Out[6]:
0 1
0 1 NaN
1 NaN 4
2 5 6
In [7]: df.fillna(0, inplace=True) # this will replace the values.
In [8]: df
Out[8]:
0 1
0 1 0
1 0 4
2 5 6
In [9]: