diff --git a/mars/lib/groupby_wrapper.py b/mars/lib/groupby_wrapper.py
index 1968d32980..84d1b6a493 100644
--- a/mars/lib/groupby_wrapper.py
+++ b/mars/lib/groupby_wrapper.py
@@ -20,6 +20,7 @@
 import pandas as pd
 from pandas.core.groupby import DataFrameGroupBy, SeriesGroupBy
 
+from ..utils import estimate_dataframe_size
 from .version import parse as parse_version
 
 _HAS_SQUEEZE = parse_version(pd.__version__) < parse_version("1.1.0")
@@ -124,6 +125,11 @@ def __sizeof__(self):
             getattr(self.groupby_obj.grouper, "_cache", None)
         )
 
+    def estimate_size(self):
+        return estimate_dataframe_size(self.obj) + estimate_dataframe_size(
+            self.obj.index
+        )
+
     def __reduce__(self):
         return (
             type(self).from_tuple,
diff --git a/mars/lib/tests/test_lib.py b/mars/lib/tests/test_lib.py
index 3d538a3e64..e3c242081e 100644
--- a/mars/lib/tests/test_lib.py
+++ b/mars/lib/tests/test_lib.py
@@ -19,7 +19,7 @@
 import numpy as np
 
 from ...tests.core import assert_groupby_equal
-from ...utils import calc_data_size
+from ...utils import calc_data_size, estimate_dataframe_size
 from ..groupby_wrapper import wrapped_groupby
 
 
@@ -42,6 +42,7 @@ def test_groupby_wrapper():
     assert grouped.is_frame is True
     assert sys.getsizeof(grouped) > sys.getsizeof(grouped.groupby_obj)
     assert calc_data_size(grouped) > sys.getsizeof(grouped.groupby_obj)
+    assert grouped.estimate_size() > estimate_dataframe_size(grouped.groupby_obj)
 
     grouped = conv_func(wrapped_groupby(df, level=0).C)
     assert_groupby_equal(grouped, df.groupby(level=0).C)
diff --git a/mars/utils.py b/mars/utils.py
index 450e792930..34d9adb558 100644
--- a/mars/utils.py
+++ b/mars/utils.py
@@ -380,8 +380,10 @@ def calc_data_size(dt: Any, shape: Tuple[int] = None) -> int:
         return sum(calc_data_size(c) for c in dt)
 
     shape = getattr(dt, "shape", None) or shape
-    if hasattr(dt, "memory_usage") or hasattr(dt, "groupby_obj"):
-        return sys.getsizeof(dt)
+    if isinstance(dt, (pd.DataFrame, pd.Series)):
+        return estimate_dataframe_size(dt)
+    if hasattr(dt, "estimate_size"):
+        return dt.estimate_size()
     if hasattr(dt, "nbytes"):
         return max(sys.getsizeof(dt), dt.nbytes)
     if hasattr(dt, "shape") and len(dt.shape) == 0:
@@ -404,6 +406,20 @@ def calc_data_size(dt: Any, shape: Tuple[int] = None) -> int:
     return sys.getsizeof(dt)
 
 
+def estimate_dataframe_size(
+    df_obj, max_samples: int = 10, min_sample_rows: int = 100
+) -> int:
+    if len(df_obj) <= min_sample_rows or isinstance(df_obj, pd.RangeIndex):
+        return sys.getsizeof(df_obj)
+    else:
+        indices = np.sort(
+            np.random.choice(len(df_obj), size=max_samples, replace=False)
+        )
+        iloc = df_obj if isinstance(df_obj, pd.Index) else df_obj.iloc
+        sample_size = sys.getsizeof(iloc[indices])
+        return sample_size * len(df_obj) // max_samples
+
+
 def build_fetch_chunk(
     chunk: ChunkType, input_chunk_keys: List[str] = None, **kwargs
 ) -> ChunkType: