You have two lists, so using:
[df.columns.values.tolist()] + df.values.tolist()
[['Col 1', 'Col 2', 'Col 3'], [1, 2, 3], [4, 5, 6], [7, 8, 9]]
[df.columns.values.tolist()] + df.values.tolist() >>> [['Col 1', 'Col 2', 'Col 3'], [1, 2, 3], [4, 5, 6], [7, 8, 9]]