That's because you are applying split() function on a DataFrame and that's not possible.
import pandas as pd
import numpy as np
def append_nan(x, max_len):
"""
Function to append NaN value into a list based on a max length
"""
if len(x) < max_len:
x += [np.nan]*(max_len - len(x))
return x
# I define here a dataframe for the example
#df = pd.DataFrame(['This is my first sentence', 'This is a second sentence with more words'])
df = pd.read_excel('your_file.xlsx', index=None, header=None)
col_names = df.columns.values.tolist()
df_output = df.copy()
# Split your strings
df_output[col_names[0]] = df[col_names[0]].apply(lambda x: x.split(' '))
# Get the maximum length of all yours sentences
max_len = max(map(len, df_output[col_names[0]]))
# Append NaN value to have the same number for all column
df_output[col_names[0]] = df_output[col_names[0]].apply(lambda x: append_nan(x, max_len))
# Create columns names and build your dataframe
column_names = ["word_"+str(d) for d in range(max_len)]
df_output = pd.DataFrame(list(df_output[col_names[0]]), columns=column_names)
# Then you can save it
df_output.to_excel('output.xlsx')