diff --git a/dask/dataframe/io/orc/core.py b/dask/dataframe/io/orc/core.py
index fac810b0c55..0f141190c76 100644
--- a/dask/dataframe/io/orc/core.py
+++ b/dask/dataframe/io/orc/core.py
@@ -49,6 +49,7 @@ def __call__(self, parts):
         )
         if self.index:
             _df.set_index(self.index, inplace=True)
+
         return _df
 
 
diff --git a/dask/dataframe/io/tests/test_orc.py b/dask/dataframe/io/tests/test_orc.py
index 5a66987ea0a..708f76c118a 100644
--- a/dask/dataframe/io/tests/test_orc.py
+++ b/dask/dataframe/io/tests/test_orc.py
@@ -97,7 +97,7 @@ def test_orc_roundtrip(tmpdir, index, columns):
         }
     )
     if index:
-        data.set_index(index, inplace=True)
+        data = data.set_index(index)
     df = dd.from_pandas(data, chunksize=500)
     if columns:
         data = data[[c for c in columns if c != index]]
diff --git a/dask/dataframe/io/tests/test_parquet.py b/dask/dataframe/io/tests/test_parquet.py
index 88e6748e86e..6c3140cdeaa 100644
--- a/dask/dataframe/io/tests/test_parquet.py
+++ b/dask/dataframe/io/tests/test_parquet.py
@@ -196,7 +196,7 @@ def test_empty(tmpdir, write_engine, read_engine, index):
     fn = str(tmpdir)
     df = pd.DataFrame({"a": ["a", "b", "b"], "b": [4, 5, 6]})[:0]
     if index:
-        df.set_index("a", inplace=True, drop=True)
+        df = df.set_index("a", drop=True)
     ddf = dd.from_pandas(df, npartitions=2)
 
     ddf.to_parquet(fn, write_index=index, engine=write_engine, write_metadata_file=True)
@@ -208,7 +208,7 @@ def test_empty(tmpdir, write_engine, read_engine, index):
 def test_simple(tmpdir, write_engine, read_engine):
     fn = str(tmpdir)
     df = pd.DataFrame({"a": ["a", "b", "b"], "b": [4, 5, 6]})
-    df.set_index("a", inplace=True, drop=True)
+    df = df.set_index("a", drop=True)
     ddf = dd.from_pandas(df, npartitions=2)
     ddf.to_parquet(fn, engine=write_engine)
     read_df = dd.read_parquet(
@@ -221,7 +221,7 @@ def test_simple(tmpdir, write_engine, read_engine):
 def test_delayed_no_metadata(tmpdir, write_engine, read_engine):
     fn = str(tmpdir)
     df = pd.DataFrame({"a": ["a", "b", "b"], "b": [4, 5, 6]})
-    df.set_index("a", inplace=True, drop=True)
+    df = df.set_index("a", drop=True)
     ddf = dd.from_pandas(df, npartitions=2)
     ddf.to_parquet(
         fn, engine=write_engine, compute=False, write_metadata_file=False
@@ -3333,7 +3333,7 @@ def test_divisions_with_null_partition(tmpdir, engine):
 def test_pyarrow_dataset_simple(tmpdir, engine):
     fn = str(tmpdir)
     df = pd.DataFrame({"a": [4, 5, 6], "b": ["a", "b", "b"]})
-    df.set_index("a", inplace=True, drop=True)
+    df = df.set_index("a", drop=True)
     ddf = dd.from_pandas(df, npartitions=2)
     ddf.to_parquet(fn, engine=engine)
     read_df = dd.read_parquet(fn, engine="pyarrow", calculate_divisions=True)