df = pd.DataFrame({'Index': ['1', '2', '5', '7', '8', '9', '10'], 'Vals': [
    1, 2, 3, 4, np.nan, np.nan, 5]})
df['Index'] = df['Index'].astype(int)
df = df.set_index('Index').loc[list(range(1, 11))].reset_index()
Pandas DataFrame with continuous index