In [6]: df = pd.DataFrame(randint(0,10,10000).reshape(5000,2),columns=list('AB'))
In [7]: %timeit dict(zip(df.A,df.B))
1000 loops, best of 3: 1.27 ms per loop
In [8]: %timeit pd.Series(df.A.values,index=df.B).to_dict()
1000 loops, best of 3: 987 us per loop