How to add header row to a pandas DataFrame

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I am reading a csv file into pandas. This csv file constists of four columns and some rows, but does not have a header row, which I want to add. I have been trying the following: 

Cov = pd.read_csv("path/to/file.txt", sep='\t')
Frame=pd.DataFrame([Cov], columns = ["Sequence", "Start", "End", "Coverage"])
Frame.to_csv("path/to/file.txt", sep='\t')

But when I apply the code, I get the following Error:

ValueError: Shape of passed values is (1, 1), indices imply (4, 1)

What exactly does the error mean? And what would be a clean way in python to add a header row to my csv file/pandas df?

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