diff --git a/doc/source/whatsnew/v0.18.0.txt b/doc/source/whatsnew/v0.18.0.txt
index 2be438dd7890e..193d8f83ded79 100644
--- a/doc/source/whatsnew/v0.18.0.txt
+++ b/doc/source/whatsnew/v0.18.0.txt
@@ -445,7 +445,7 @@ Removal of prior version deprecations/changes
 
 - Removal of ``rolling_corr_pairwise`` in favor of ``.rolling().corr(pairwise=True)`` (:issue:`4950`)
 - Removal of ``expanding_corr_pairwise`` in favor of ``.expanding().corr(pairwise=True)`` (:issue:`4950`)
-
+- Removal of ``DataMatrix`` module. This was not imported into the pandas namespace in any event (:issue:`12111`)
 
 
 
diff --git a/pandas/core/matrix.py b/pandas/core/matrix.py
deleted file mode 100644
index 15842464cfda8..0000000000000
--- a/pandas/core/matrix.py
+++ /dev/null
@@ -1,3 +0,0 @@
-# flake8: noqa
-
-from pandas.core.frame import DataFrame as DataMatrix