pandas.DataFrame(columns=[])で指定してあげるだけだった。
$ ipython
import pandas as pd
df = pd.DataFrame(columns=["hoge", "piyo", "fuga"])
print(df)
>Empty DataFrame
Columns: [hoge, fuga, piyo]
Index: []
df.to_csv("result.csv")
exit()
$ cat result.csv
> ,hoge,fuga,piyo
参考
https://pandas.pydata.org/pandas-docs/stable/generated/pandas.DataFrame.html
https://stackoverflow.com/questions/44513738/pandas-create-empty-dataframe-with-only-column-names