diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 4d8b831b7d63f..b5462bbe67647 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -3359,8 +3359,9 @@ def sort_index(self, axis=0, level=None, ascending=True, inplace=False,
         inplace = validate_bool_kwarg(inplace, 'inplace')
         # 10726
         if by is not None:
-            warnings.warn("by argument to sort_index is deprecated, please use "
-                          ".sort_values(by=...)", FutureWarning, stacklevel=2)
+            warnings.warn("by argument to sort_index is deprecated, "
+                          "please use .sort_values(by=...)",
+                          FutureWarning, stacklevel=2)
             if level is not None:
                 raise ValueError("unable to simultaneously sort by and level")
             return self.sort_values(by, axis=axis, ascending=ascending,