import pandas as pd

df = pd.DataFrame({"Col": [[1,2,3], [4,5,6]]})
df.to_pickle(filename)

#Read the pickle file
df = pd.read_pickle(filename)
print(df["Col"])
print(df["Col"][0][0])

0    [1, 2, 3]
1    [4, 5, 6]
Name: Col, dtype: object
1