diff --git a/pandas-stubs/core/frame.pyi b/pandas-stubs/core/frame.pyi
index 203190707..6a946e267 100644
--- a/pandas-stubs/core/frame.pyi
+++ b/pandas-stubs/core/frame.pyi
@@ -577,7 +577,9 @@ class DataFrame(NDFrame, OpsMixin):
     @overload
     def set_index(
         self,
-        keys: Union[Label, Sequence],
+        keys: Union[
+            Label, Series, Index, np.ndarray, Iterator[Hashable], List[Hashable]
+        ],
         drop: _bool = ...,
         append: _bool = ...,
         verify_integrity: _bool = ...,
@@ -587,7 +589,9 @@ class DataFrame(NDFrame, OpsMixin):
     @overload
     def set_index(
         self,
-        keys: Union[Label, Sequence],
+        keys: Union[
+            Label, Series, Index, np.ndarray, Iterator[Hashable], List[Hashable]
+        ],
         drop: _bool = ...,
         append: _bool = ...,
         verify_integrity: _bool = ...,
@@ -597,7 +601,9 @@ class DataFrame(NDFrame, OpsMixin):
     @overload
     def set_index(
         self,
-        keys: Union[Label, Sequence],
+        keys: Union[
+            Label, Series, Index, np.ndarray, Iterator[Hashable], List[Hashable]
+        ],
         drop: _bool = ...,
         append: _bool = ...,
         *,
@@ -606,7 +612,9 @@ class DataFrame(NDFrame, OpsMixin):
     @overload
     def set_index(
         self,
-        keys: Union[Label, Sequence],
+        keys: Union[
+            Label, Series, Index, np.ndarray, Iterator[Hashable], List[Hashable]
+        ],
         drop: _bool = ...,
         append: _bool = ...,
         inplace: Optional[_bool] = ...,
diff --git a/tests/test_frame.py b/tests/test_frame.py
index b76df3b4e..6c799c20e 100644
--- a/tests/test_frame.py
+++ b/tests/test_frame.py
@@ -268,6 +268,8 @@ def test_types_set_index() -> None:
     res4: pd.DataFrame = df.set_index("col1", verify_integrity=True)
     res5: pd.DataFrame = df.set_index(["col1", "col2"])
     res6: None = df.set_index("col1", inplace=True)
+    # GH 140
+    res7: pd.DataFrame = df.set_index(pd.Index(["w", "x", "y", "z"]))
 
 
 def test_types_query() -> None: