diff --git a/pandas/core/frame.py b/pandas/core/frame.py
index 5957b23535350..1b3b0df1f2c29 100644
--- a/pandas/core/frame.py
+++ b/pandas/core/frame.py
@@ -1887,6 +1887,8 @@ def from_csv(cls, path, header=0, sep=',', index_col=0, parse_dates=True,
 
     def to_sparse(self, fill_value=None, kind='block'):
         """
+        ..deprecated:: 0.25.0
+
         Convert to SparseDataFrame.
 
         Implement the sparse version of the DataFrame meaning that any data
@@ -1939,6 +1941,11 @@ def to_sparse(self, fill_value=None, kind='block'):
         >>> type(sdf)  # doctest: +SKIP
         <class 'pandas.core.sparse.frame.SparseDataFrame'>
         """
+        warning_message = """\
+            to_sparse is deprecated and will be removed in a future version
+        """
+        warnings.warn(warning_message, FutureWarning, stacklevel=2)
+
         from pandas.core.sparse.api import SparseDataFrame
         return SparseDataFrame(self._series, index=self.index,
                                columns=self.columns, default_kind=kind,
diff --git a/pandas/core/series.py b/pandas/core/series.py
index 8fb6ad3e3ccc5..6b46f1cf8c55b 100644
--- a/pandas/core/series.py
+++ b/pandas/core/series.py
@@ -1573,6 +1573,7 @@ def to_frame(self, name=None):
 
     def to_sparse(self, kind='block', fill_value=None):
         """
+        ..deprecated:: 0.25.0
         Convert Series to SparseSeries.
 
         Parameters
@@ -1586,6 +1587,9 @@ def to_sparse(self, kind='block', fill_value=None):
         SparseSeries
             Sparse representation of the Series.
         """
+
+        warnings.warn("to_sparse is deprecated and will be removed"
+                      "in a future version", FutureWarning, stacklevel=2)
         from pandas.core.sparse.series import SparseSeries
 
         values = SparseArray(self, kind=kind, fill_value=fill_value)
diff --git a/pandas/core/sparse/frame.py b/pandas/core/sparse/frame.py
index 0320da6d9a48d..9ee208197e79b 100644
--- a/pandas/core/sparse/frame.py
+++ b/pandas/core/sparse/frame.py
@@ -277,6 +277,21 @@ def _unpickle_sparse_frame_compat(self, state):
 
     @Appender(SparseFrameAccessor.to_dense.__doc__)
     def to_dense(self):
+        """
+        ..deprecated:: 0.25.0
+        Use Dataframe.sparse.to_dense() instead
+        """
+
+        warning_message = """\
+            to_dense is deprecated and will be removed in a future version
+
+            Use Dataframe.sparse.to_dense() instead
+
+            >>> df = pd.DataFrame({"A": pd.SparseArray([0, 1, 0])})
+            >>> df.sparse.to_dense()
+            """
+        warnings.warn(warning_message, FutureWarning, stacklevel=2)
+
         return SparseFrameAccessor(self).to_dense()
 
     def _apply_columns(self, func):
diff --git a/pandas/core/sparse/series.py b/pandas/core/sparse/series.py
index 3814d8bb66635..3e0150ea62292 100644
--- a/pandas/core/sparse/series.py
+++ b/pandas/core/sparse/series.py
@@ -428,12 +428,16 @@ def _set_values(self, key, value):
 
     def to_dense(self):
         """
-        Convert SparseSeries to a Series.
 
+        ..deprecated:: 0.25.0
+        Convert SparseSeries to a Series.
         Returns
         -------
         s : Series
         """
+        warnings.warn("to_dense is deprecated and will be removed"
+                      "in a future version", FutureWarning, stacklevel=2)
+
         return Series(self.values.to_dense(), index=self.index,
                       name=self.name)