Please see the below code:
from pyspark.sql import Row
li=[1,2,3,4]
rdd1 = sc.parallelize(li)
row_rdd = rdd1.map(lambda x: Row(x))
df=sqlContext.createDataFrame(row_rdd,['numbers']).show()
df
+-------+
|numbers|
+-------+
| 1|
| 2|
| 3|
| 4|
+-------+