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Showing content from https://github.com/pandas-dev/pandas/issues/13977 below:

df.iterrows() constructs Series instead of its proper subclass · Issue #13977 · pandas-dev/pandas · GitHub

Code Sample, a copy-pastable example if possible 
import pandas as pd
import numpy as np


class SubclassedSeries(pd.Series):
    pass


class SubclassedDataFrame(pd.DataFrame):
    _constructor_sliced = SubclassedSeries


df = SubclassedDataFrame(np.random.random((3, 2))
i, row = next(df.iterrows())

assert isinstance(row, SubclassedSeries)  # fails
Expected Output

row would be of proper overriden _constructor_sliced type (i.e. SubclassedSeries).

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