df_new = df.rename(columns={'A': 'a'}, index={'ONE': 'one'})
print(df_new)
#         a   B   C
# one    11  12  13
# TWO    21  22  23
# THREE  31  32  33

print(df)
#         A   B   C
# ONE    11  12  13
# TWO    21  22  23
# THREE  31  32  33