diff --git a/sklearn/utils/__init__.py b/sklearn/utils/__init__.py
index 332e856c641db..4b2665cdd4f77 100644
--- a/sklearn/utils/__init__.py
+++ b/sklearn/utils/__init__.py
@@ -142,6 +142,8 @@ def safe_indexing(X, indices):
     not supported.
     """
     if hasattr(X, "iloc"):
+        # Work-around for indexing with read-only indices in pandas
+        indices = indices if indices.flags.writeable else indices.copy()
         # Pandas Dataframes and Series
         try:
             return X.iloc[indices]
diff --git a/sklearn/utils/tests/test_utils.py b/sklearn/utils/tests/test_utils.py
index c0fd079a932fb..fa93bf34fe6bc 100644
--- a/sklearn/utils/tests/test_utils.py
+++ b/sklearn/utils/tests/test_utils.py
@@ -1,4 +1,4 @@
-from itertools import chain
+from itertools import chain, product
 import warnings
 
 import numpy as np
@@ -200,10 +200,15 @@ def test_safe_indexing_pandas():
     # this happens in joblib memmapping
     X.setflags(write=False)
     X_df_readonly = pd.DataFrame(X)
-    with warnings.catch_warnings(record=True):
-        X_df_ro_indexed = safe_indexing(X_df_readonly, inds)
+    inds_readonly = inds.copy()
+    inds_readonly.setflags(write=False)
 
-    assert_array_equal(np.array(X_df_ro_indexed), X_indexed)
+    for this_df, this_inds in product([X_df, X_df_readonly],
+                                      [inds, inds_readonly]):
+        with warnings.catch_warnings(record=True):
+            X_df_indexed = safe_indexing(this_df, this_inds)
+
+        assert_array_equal(np.array(X_df_indexed), X_indexed)
 
 
 def test_safe_indexing_mock_pandas():