import glob
import pandas as pd
# Give the filename you wish to save the file to
filename = 'Your_filename.csv'
# Use this function to search for any files which match your filename
files_present = glob.glob(filename)
# if no matching files, write to csv, if there are matching files, print statement
if not files_present:
pd.to_csv(filename)
else:
print 'WARNING: This file already exists!'