diff --git a/ci/code_checks.sh b/ci/code_checks.sh
index 211af5999c975..549ea37bbb976 100755
--- a/ci/code_checks.sh
+++ b/ci/code_checks.sh
@@ -114,7 +114,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.DatetimeIndex.ceil SA01" \
         -i "pandas.DatetimeIndex.date SA01" \
         -i "pandas.DatetimeIndex.day SA01" \
-        -i "pandas.DatetimeIndex.day_name SA01" \
         -i "pandas.DatetimeIndex.day_of_year SA01" \
         -i "pandas.DatetimeIndex.dayofyear SA01" \
         -i "pandas.DatetimeIndex.floor SA01" \
@@ -127,7 +126,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.DatetimeIndex.microsecond SA01" \
         -i "pandas.DatetimeIndex.minute SA01" \
         -i "pandas.DatetimeIndex.month SA01" \
-        -i "pandas.DatetimeIndex.month_name SA01" \
         -i "pandas.DatetimeIndex.nanosecond SA01" \
         -i "pandas.DatetimeIndex.quarter SA01" \
         -i "pandas.DatetimeIndex.round SA01" \
@@ -313,7 +311,7 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.Series.dt.components SA01" \
         -i "pandas.Series.dt.date SA01" \
         -i "pandas.Series.dt.day SA01" \
-        -i "pandas.Series.dt.day_name PR01,PR02,SA01" \
+        -i "pandas.Series.dt.day_name PR01,PR02" \
         -i "pandas.Series.dt.day_of_year SA01" \
         -i "pandas.Series.dt.dayofyear SA01" \
         -i "pandas.Series.dt.days SA01" \
@@ -327,7 +325,7 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.Series.dt.microseconds SA01" \
         -i "pandas.Series.dt.minute SA01" \
         -i "pandas.Series.dt.month SA01" \
-        -i "pandas.Series.dt.month_name PR01,PR02,SA01" \
+        -i "pandas.Series.dt.month_name PR01,PR02" \
         -i "pandas.Series.dt.nanosecond SA01" \
         -i "pandas.Series.dt.nanoseconds SA01" \
         -i "pandas.Series.dt.normalize PR01" \
diff --git a/pandas/core/arrays/datetimes.py b/pandas/core/arrays/datetimes.py
index d446407ec3d01..ee44ba979b79e 100644
--- a/pandas/core/arrays/datetimes.py
+++ b/pandas/core/arrays/datetimes.py
@@ -1279,6 +1279,10 @@ def month_name(self, locale=None) -> npt.NDArray[np.object_]:
         Series or Index
             Series or Index of month names.
 
+        See Also
+        --------
+        DatetimeIndex.day_name : Return the day names with specified locale.
+
         Examples
         --------
         >>> s = pd.Series(pd.date_range(start="2018-01", freq="ME", periods=3))
@@ -1336,6 +1340,10 @@ def day_name(self, locale=None) -> npt.NDArray[np.object_]:
         Series or Index
             Series or Index of day names.
 
+        See Also
+        --------
+        DatetimeIndex.month_name : Return the month names with specified locale.
+
         Examples
         --------
         >>> s = pd.Series(pd.date_range(start="2018-01-01", freq="D", periods=3))