The approved solution doesn't work in my case, so my solution is the following one:
''' The column name in the example case is "Unnamed: 7"
but it works with any other name ("Unnamed: 0" for example). '''
df.rename({"Unnamed: 7":"a"}, axis="columns", inplace=True)
# Then, drop the column as usual.
df.drop(["a"], axis=1, inplace=True)
Hope it helps others.