This is not easily supported, but it can be done. DataFrame.from_dict will with the "index" orient. Assuming your lists are A, B, and C:
pd.DataFrame([A, B, C]).T
0 1 2
0 1.0 5.0 1.0
1 2.0 4.0 2.0
2 3.0 6.0 4.0
3 4.0 7.0 5.0
4 5.0 2.0 6.0
5 NaN NaN 7.0
6 NaN NaN 8.0
7 NaN NaN 9.0
8 NaN NaN 0.0
Another option is using DataFrame.from_dict:
pd.DataFrame.from_dict({'A' : A, 'B' : B, 'C' : C}, orient='index').T
A B C
0 1.0 5.0 1.0
1 2.0 4.0 2.0
2 3.0 6.0 4.0
3 4.0 7.0 5.0
4 5.0 2.0 6.0
5 NaN NaN 7.0
6 NaN NaN 8.0
7 NaN NaN 9.0
8 NaN NaN 0.0
A third solution with zip_longest and DataFrame.from_records:
from itertools import zip_longest
pd.DataFrame.from_records(zip_longest(A, B, C), columns=['A', 'B', 'C'])
# pd.DataFrame.from_records(list(zip_longest(A, B, C)), columns=['A', 'B', 'C'])
A B C
0 1.0 5.0 1
1 2.0 4.0 2
2 3.0 6.0 4
3 4.0 7.0 5
4 5.0 2.0 6
5 NaN NaN 7
6 NaN NaN 8
7 NaN NaN 9
8 NaN NaN 0