diff --git a/pandas/core/indexes/datetimes.py b/pandas/core/indexes/datetimes.py
index 1109fc4effe4a..1dca7bc47c274 100644
--- a/pandas/core/indexes/datetimes.py
+++ b/pandas/core/indexes/datetimes.py
@@ -1946,15 +1946,14 @@ def delete(self, loc):
 
     def tz_convert(self, tz):
         """
-        Convert tz-aware DatetimeIndex from one time zone to another (using
-        pytz/dateutil)
+        Convert tz-aware DatetimeIndex from one time zone to another.
 
         Parameters
         ----------
         tz : string, pytz.timezone, dateutil.tz.tzfile or None
-            Time zone for time. Corresponding timestamps would be converted to
-            time zone of the TimeSeries.
-            None will remove timezone holding UTC time.
+            Time zone for time. Corresponding timestamps would be converted
+            to this time zone of the DatetimeIndex. A `tz` of None will
+            convert to UTC and remove the timezone information.
 
         Returns
         -------
@@ -1964,6 +1963,50 @@ def tz_convert(self, tz):
         ------
         TypeError
             If DatetimeIndex is tz-naive.
+
+        See Also
+        --------
+        DatetimeIndex.tz : A timezone that has a variable offset from UTC
+        DatetimeIndex.tz_localize : Localize tz-naive DatetimeIndex to a
+            given time zone, or remove timezone from a tz-aware DatetimeIndex.
+
+        Examples
+        --------
+        With the `tz` parameter, we can change the DatetimeIndex
+        to other time zones:
+
+        >>> dti = pd.DatetimeIndex(start='2014-08-01 09:00',
+        ...                        freq='H', periods=3, tz='Europe/Berlin')
+
+        >>> dti
+        DatetimeIndex(['2014-08-01 09:00:00+02:00',
+                       '2014-08-01 10:00:00+02:00',
+                       '2014-08-01 11:00:00+02:00'],
+                      dtype='datetime64[ns, Europe/Berlin]', freq='H')
+
+        >>> dti.tz_convert('US/Central')
+        DatetimeIndex(['2014-08-01 02:00:00-05:00',
+                       '2014-08-01 03:00:00-05:00',
+                       '2014-08-01 04:00:00-05:00'],
+                      dtype='datetime64[ns, US/Central]', freq='H')
+
+        With the ``tz=None``, we can remove the timezone (after converting
+        to UTC if necessary):
+
+        >>> dti = pd.DatetimeIndex(start='2014-08-01 09:00',freq='H',
+        ...                        periods=3, tz='Europe/Berlin')
+
+        >>> dti
+        DatetimeIndex(['2014-08-01 09:00:00+02:00',
+                       '2014-08-01 10:00:00+02:00',
+                       '2014-08-01 11:00:00+02:00'],
+                        dtype='datetime64[ns, Europe/Berlin]', freq='H')
+
+        >>> dti.tz_convert(None)
+        DatetimeIndex(['2014-08-01 07:00:00',
+                       '2014-08-01 08:00:00',
+                       '2014-08-01 09:00:00'],
+                        dtype='datetime64[ns]', freq='H')
         """
         tz = timezones.maybe_get_tz(tz)