diff --git a/CHANGELOG.md b/CHANGELOG.md
index 39f66cd43..690429f56 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -31,7 +31,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - 
 - Change format of holidays for holiday_plot ([#708](https://github.com/tinkoff-ai/etna/pull/708))
 - 
-- 
+- Make TSDataset method to_dataset work with copy of the passed dataframe ([#741](https://github.com/tinkoff-ai/etna/pull/741))
 - 
 - Make feature selection transforms return columns in inverse_transform([#688](https://github.com/tinkoff-ai/etna/issues/688))
 - 
diff --git a/etna/datasets/tsdataset.py b/etna/datasets/tsdataset.py
index 393c88ba1..953175709 100644
--- a/etna/datasets/tsdataset.py
+++ b/etna/datasets/tsdataset.py
@@ -657,16 +657,17 @@ def to_dataset(df: pd.DataFrame) -> pd.DataFrame:
         2021-01-04           3           8
         2021-01-05           4           9
         """
-        df["timestamp"] = pd.to_datetime(df["timestamp"])
-        df["segment"] = df["segment"].astype(str)
-        feature_columns = df.columns.tolist()
+        df_copy = df.copy(deep=True)
+        df_copy["timestamp"] = pd.to_datetime(df_copy["timestamp"])
+        df_copy["segment"] = df_copy["segment"].astype(str)
+        feature_columns = df_copy.columns.tolist()
         feature_columns.remove("timestamp")
         feature_columns.remove("segment")
-        df = df.pivot(index="timestamp", columns="segment")
-        df = df.reorder_levels([1, 0], axis=1)
-        df.columns.names = ["segment", "feature"]
-        df = df.sort_index(axis=1, level=(0, 1))
-        return df
+        df_copy = df_copy.pivot(index="timestamp", columns="segment")
+        df_copy = df_copy.reorder_levels([1, 0], axis=1)
+        df_copy.columns.names = ["segment", "feature"]
+        df_copy = df_copy.sort_index(axis=1, level=(0, 1))
+        return df_copy
 
     def _find_all_borders(
         self,
diff --git a/tests/test_datasets/test_dataset.py b/tests/test_datasets/test_dataset.py
index f0a050058..036beba9a 100644
--- a/tests/test_datasets/test_dataset.py
+++ b/tests/test_datasets/test_dataset.py
@@ -814,3 +814,11 @@ def test_inverse_transform_back_included_columns(ts_with_features, columns, retu
     ts_with_features.fit_transform([transform])
     ts_with_features.inverse_transform()
     assert set(original_regressors) == set(ts_with_features.regressors)
+
+
+def test_to_dataset_not_modify_dataframe():
+    timestamp = pd.date_range("2021-01-01", "2021-02-01")
+    df_original = pd.DataFrame({"timestamp": timestamp, "target": 11, "segment": 1})
+    df_copy = df_original.copy(deep=True)
+    df_mod = TSDataset.to_dataset(df_original)
+    pd.testing.assert_frame_equal(df_original, df_copy)