Is it possible to append Series to rows of DataFrame without making a list first?

Maybe an easier way would be to add the pandas.Series into the pandas.DataFrame with ignore_index=True argument to DataFrame.append(). Example -

DF = DataFrame()
for sample,data in D_sample_data.items():
    SR_row = pd.Series(data.D_key_value)
    DF = DF.append(SR_row,ignore_index=True)

Demo -

In [1]: import pandas as pd

In [2]: df = pd.DataFrame([[1,2],[3,4]],columns=['A','B'])

In [3]: df
Out[3]:
   A  B
0  1  2
1  3  4

In [5]: s = pd.Series([5,6],index=['A','B'])

In [6]: s
Out[6]:
A    5
B    6
dtype: int64

In [36]: df.append(s,ignore_index=True)
Out[36]:
   A  B
0  1  2
1  3  4
2  5  6

---

Another issue in your code is that DataFrame.append() is not in-place, it returns the appended dataframe, you would need to assign it back to your original dataframe for it to work. Example -

DF = DF.append(SR_row,ignore_index=True)

---

To preserve the labels, you can use your solution to include name for the series along with assigning the appended DataFrame back to DF. Example -

DF = DataFrame()
for sample,data in D_sample_data.items():
    SR_row = pd.Series(data.D_key_value,name=sample)
    DF = DF.append(SR_row)
DF.head()

DataFrame.append does not modify the DataFrame in place. You need to do df = df.append(...) if you want to reassign it back to the original variable.