diff --git a/doc/source/whatsnew/v0.18.1.txt b/doc/source/whatsnew/v0.18.1.txt
index cc84347313b42..249235820e4ae 100644
--- a/doc/source/whatsnew/v0.18.1.txt
+++ b/doc/source/whatsnew/v0.18.1.txt
@@ -298,7 +298,7 @@ Bug Fixes
 
 
 
-
+- Bug in slicing subclassed ``DataFrame`` defined to return subclassed ``Series`` may return normal ``Series`` (:issue:`11559`)
 
 
 - Bug in ``.str`` accessor methods may raise ``ValueError`` if input has ``name`` and the result is ``DataFrame`` or ``MultiIndex`` (:issue:`12617`)
diff --git a/pandas/tests/frame/test_subclass.py b/pandas/tests/frame/test_subclass.py
index a7458f5335ec4..cdc35290863d6 100644
--- a/pandas/tests/frame/test_subclass.py
+++ b/pandas/tests/frame/test_subclass.py
@@ -4,10 +4,6 @@
 
 from pandas import DataFrame, Series, MultiIndex, Panel
 import pandas as pd
-
-from pandas.util.testing import (assert_frame_equal,
-                                 SubclassedDataFrame)
-
 import pandas.util.testing as tm
 
 from pandas.tests.frame.common import TestData
@@ -75,8 +71,8 @@ def custom_frame_function(self):
         self.assertTrue(isinstance(cdf_multi2['A'], CustomSeries))
 
     def test_dataframe_metadata(self):
-        df = SubclassedDataFrame({'X': [1, 2, 3], 'Y': [1, 2, 3]},
-                                 index=['a', 'b', 'c'])
+        df = tm.SubclassedDataFrame({'X': [1, 2, 3], 'Y': [1, 2, 3]},
+                                    index=['a', 'b', 'c'])
         df.testattr = 'XXX'
 
         self.assertEqual(df.testattr, 'XXX')
@@ -89,10 +85,46 @@ def test_dataframe_metadata(self):
 
         # GH10553
         unpickled = self.round_trip_pickle(df)
-        assert_frame_equal(df, unpickled)
+        tm.assert_frame_equal(df, unpickled)
         self.assertEqual(df._metadata, unpickled._metadata)
         self.assertEqual(df.testattr, unpickled.testattr)
 
+    def test_indexing_sliced(self):
+        # GH 11559
+        df = tm.SubclassedDataFrame({'X': [1, 2, 3],
+                                     'Y': [4, 5, 6],
+                                     'Z': [7, 8, 9]},
+                                    index=['a', 'b', 'c'])
+        res = df.loc[:, 'X']
+        exp = tm.SubclassedSeries([1, 2, 3], index=list('abc'), name='X')
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+        res = df.iloc[:, 1]
+        exp = tm.SubclassedSeries([4, 5, 6], index=list('abc'), name='Y')
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+        res = df.ix[:, 'Z']
+        exp = tm.SubclassedSeries([7, 8, 9], index=list('abc'), name='Z')
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+        res = df.loc['a', :]
+        exp = tm.SubclassedSeries([1, 4, 7], index=list('XYZ'), name='a')
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+        res = df.iloc[1, :]
+        exp = tm.SubclassedSeries([2, 5, 8], index=list('XYZ'), name='b')
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+        res = df.ix['c', :]
+        exp = tm.SubclassedSeries([3, 6, 9], index=list('XYZ'), name='c')
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
     def test_to_panel_expanddim(self):
         # GH 9762
 
diff --git a/pandas/tests/series/test_subclass.py b/pandas/tests/series/test_subclass.py
new file mode 100644
index 0000000000000..016113961ec74
--- /dev/null
+++ b/pandas/tests/series/test_subclass.py
@@ -0,0 +1,33 @@
+# coding=utf-8
+# pylint: disable-msg=E1101,W0612
+
+import pandas.util.testing as tm
+
+
+class TestSeriesSubclassing(tm.TestCase):
+
+    _multiprocess_can_split_ = True
+
+    def test_indexing_sliced(self):
+        s = tm.SubclassedSeries([1, 2, 3, 4], index=list('abcd'))
+        res = s.loc[['a', 'b']]
+        exp = tm.SubclassedSeries([1, 2], index=list('ab'))
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+        res = s.iloc[[2, 3]]
+        exp = tm.SubclassedSeries([3, 4], index=list('cd'))
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+        res = s.ix[['a', 'b']]
+        exp = tm.SubclassedSeries([1, 2], index=list('ab'))
+        tm.assert_series_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedSeries)
+
+    def test_to_frame(self):
+        s = tm.SubclassedSeries([1, 2, 3, 4], index=list('abcd'), name='xxx')
+        res = s.to_frame()
+        exp = tm.SubclassedDataFrame({'xxx': [1, 2, 3, 4]}, index=list('abcd'))
+        tm.assert_frame_equal(res, exp)
+        tm.assertIsInstance(res, tm.SubclassedDataFrame)
diff --git a/pandas/util/testing.py b/pandas/util/testing.py
index 31f6d19552de3..89200ef79dac9 100644
--- a/pandas/util/testing.py
+++ b/pandas/util/testing.py
@@ -2419,6 +2419,18 @@ def inner(*args, **kwargs):
     return wrapper
 
 
+class SubclassedSeries(Series):
+    _metadata = ['testattr']
+
+    @property
+    def _constructor(self):
+        return SubclassedSeries
+
+    @property
+    def _constructor_expanddim(self):
+        return SubclassedDataFrame
+
+
 class SubclassedDataFrame(DataFrame):
     _metadata = ['testattr']
 
@@ -2426,6 +2438,10 @@ class SubclassedDataFrame(DataFrame):
     def _constructor(self):
         return SubclassedDataFrame
 
+    @property
+    def _constructor_sliced(self):
+        return SubclassedSeries
+
 
 @contextmanager
 def patch(ob, attr, value):