Pandas replace a character in all column names

Use str.replace:

df.columns = df.columns.str.replace("[()]", "_")

Sample:

df = pd.DataFrame({'(A)':[1,2,3],
                   '(B)':[4,5,6],
                   'C)':[7,8,9]})

print (df)
   (A)  (B)  C)
0    1    4   7
1    2    5   8
2    3    6   9

df.columns = df.columns.str.replace(r"[()]", "_")
print (df)
   _A_  _B_  C_
0    1    4   7
1    2    5   8
2    3    6   9

Older pandas versions don't work with the accepted answer above. Something like this is needed:

df.columns = [c.replace("[()]", "_") for c in list(df.columns)]