diff --git a/databricks/koalas/indexes.py b/databricks/koalas/indexes.py
index 386a5e3047..16a823c7a1 100644
--- a/databricks/koalas/indexes.py
+++ b/databricks/koalas/indexes.py
@@ -360,6 +360,36 @@ def rename(self, name: Union[str, Tuple[str, ...]], inplace: bool = False):
         else:
             return Index(DataFrame(internal), scol=self._scol)
 
+    # TODO: add downcast parameter for fillna function
+    def fillna(self, value):
+        """
+        Fill NA/NaN values with the specified value.
+
+        Parameters
+        ----------
+        value : scalar
+            Scalar value to use to fill holes (e.g. 0). This value cannot be a list-likes.
+
+        Returns
+        -------
+        Index :
+            filled with value
+
+        Examples
+        --------
+        >>> ki = ks.DataFrame({'a': ['a', 'b', 'c']}, index=[1, 2, None]).index
+        >>> ki
+        Float64Index([1.0, 2.0, nan], dtype='float64')
+
+        >>> ki.fillna(0)
+        Float64Index([1.0, 2.0, 0.0], dtype='float64')
+        """
+        if not isinstance(value, (float, int, str, bool)):
+            raise TypeError("Unsupported type %s" % type(value))
+        sdf = self._internal.sdf.fillna(value)
+        result = DataFrame(self._kdf._internal.copy(sdf=sdf)).index
+        return result
+
     def to_series(self, name: Union[str, Tuple[str, ...]] = None) -> Series:
         """
         Create a Series with both index and values equal to the index keys
diff --git a/databricks/koalas/missing/indexes.py b/databricks/koalas/missing/indexes.py
index 9ef57c280f..b9b98de975 100644
--- a/databricks/koalas/missing/indexes.py
+++ b/databricks/koalas/missing/indexes.py
@@ -54,7 +54,6 @@ class _MissingPandasLikeIndex(object):
     duplicated = unsupported_function('duplicated')
     equals = unsupported_function('equals')
     factorize = unsupported_function('factorize')
-    fillna = unsupported_function('fillna')
     format = unsupported_function('format')
     get_indexer = unsupported_function('get_indexer')
     get_indexer_for = unsupported_function('get_indexer_for')
@@ -145,7 +144,6 @@ class _MissingPandasLikeMultiIndex(object):
     equal_levels = unsupported_function('equal_levels')
     equals = unsupported_function('equals')
     factorize = unsupported_function('factorize')
-    fillna = unsupported_function('fillna')
     format = unsupported_function('format')
     get_indexer = unsupported_function('get_indexer')
     get_indexer_for = unsupported_function('get_indexer_for')
diff --git a/databricks/koalas/tests/test_indexes.py b/databricks/koalas/tests/test_indexes.py
index 59a438696e..df518e37c3 100644
--- a/databricks/koalas/tests/test_indexes.py
+++ b/databricks/koalas/tests/test_indexes.py
@@ -319,3 +319,13 @@ def test_multiindex_from_arrays(self):
         kidx = ks.MultiIndex.from_arrays(arrays)
 
         self.assert_eq(pidx, kidx)
+
+    def test_index_fillna(self):
+        pidx = pd.DataFrame({'a': ['a', 'b', 'c']}, index=[1, 2, None]).index
+        kidx = ks.DataFrame({'a': ['a', 'b', 'c']}, index=[1, 2, None]).index
+
+        self.assert_eq(pidx.fillna(0), kidx.fillna(0))
+        self.assert_eq(pidx.rename('name').fillna(0), kidx.rename('name').fillna(0))
+
+        with self.assertRaisesRegex(TypeError, "Unsupported type <class 'list'>"):
+            kidx.fillna([1, 2])
diff --git a/docs/source/reference/indexing.rst b/docs/source/reference/indexing.rst
index b1f7f237e8..0da4c41b7f 100644
--- a/docs/source/reference/indexing.rst
+++ b/docs/source/reference/indexing.rst
@@ -47,6 +47,7 @@ Missing Values
 .. autosummary::
    :toctree: api/
 
+   Index.fillna
    Index.dropna
    Index.isna
    Index.notna