you can use append as well instead of concat..
import pandas as pd
x1 = pd.ExcelFile('name of file.xlsx')
empty_df = pd.DataFrame()
for sheet in x1.sheet_names: # iterate through sheet name
if 'ACTIVITY' in sheet: # check wether activity is present in sheet name
df = pd.read_excel('name of file.xlsx',sheet_name = sheet)
empty_df = empty_df.append(df)
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