How to build and fill pandas dataframe from for loop?

The simplest answer is what Paul H said:

d = []
for p in game.players.passing():
    d.append(
        {
            'Player': p,
            'Team': p.team,
            'Passer Rating':  p.passer_rating()
        }
    )

pd.DataFrame(d)

But if you really want to "build and fill a dataframe from a loop", (which, btw, I wouldn't recommend), here's how you'd do it.

d = pd.DataFrame()

for p in game.players.passing():
    temp = pd.DataFrame(
        {
            'Player': p,
            'Team': p.team,
            'Passer Rating': p.passer_rating()
        }
    )

    d = pd.concat([d, temp])

Try this using list comprehension:

import pandas as pd

df = pd.DataFrame(
    [p, p.team, p.passing_att, p.passer_rating()] for p in game.players.passing()
)