使用 join + add_prefix :

df = df.join(df['sec'].str.split(',', expand=True).add_prefix('sec'))
print (df)
     pri             sec sec0  sec1  sec2  sec3  sec4
0    TOM        AB,CD,EF   AB    CD    EF  None  None
1   JACK           XY,YZ   XY    YZ  None  None  None
2  HARRY              FG   FG  None  None  None  None
3   NICK  KY,NY,SD,EF,FR   KY    NY    SD    EF    FR

如果需要，请添加 :

df = df.join(df['sec'].str.split(',', expand=True).add_prefix('sec').fillna(np.nan))
print (df)
     pri             sec sec0 sec1 sec2 sec3 sec4
0    TOM        AB,CD,EF   AB   CD   EF  NaN  NaN
1   JACK           XY,YZ   XY   YZ  NaN  NaN  NaN
2  HARRY              FG   FG  NaN  NaN  NaN  NaN
3   NICK  KY,NY,SD,EF,FR   KY   NY   SD   EF   FR