diff --git a/asv_bench/benchmarks/index_object.py b/asv_bench/benchmarks/index_object.py
index b242de6a17208..9c05019c70396 100644
--- a/asv_bench/benchmarks/index_object.py
+++ b/asv_bench/benchmarks/index_object.py
@@ -57,8 +57,8 @@ def time_datetime_difference_disjoint(self):
 
 class Range:
     def setup(self):
-        self.idx_inc = RangeIndex(start=0, stop=10 ** 7, step=3)
-        self.idx_dec = RangeIndex(start=10 ** 7, stop=-1, step=-3)
+        self.idx_inc = RangeIndex(start=0, stop=10 ** 6, step=3)
+        self.idx_dec = RangeIndex(start=10 ** 6, stop=-1, step=-3)
 
     def time_max(self):
         self.idx_inc.max()
@@ -73,15 +73,23 @@ def time_min_trivial(self):
         self.idx_inc.min()
 
     def time_get_loc_inc(self):
-        self.idx_inc.get_loc(900000)
+        self.idx_inc.get_loc(900_000)
 
     def time_get_loc_dec(self):
-        self.idx_dec.get_loc(100000)
+        self.idx_dec.get_loc(100_000)
+
+    def time_iter_inc(self):
+        for _ in self.idx_inc:
+            pass
+
+    def time_iter_dec(self):
+        for _ in self.idx_dec:
+            pass
 
 
 class IndexEquals:
     def setup(self):
-        idx_large_fast = RangeIndex(100000)
+        idx_large_fast = RangeIndex(100_000)
         idx_small_slow = date_range(start="1/1/2012", periods=1)
         self.mi_large_slow = MultiIndex.from_product([idx_large_fast, idx_small_slow])
 
@@ -94,7 +102,7 @@ def time_non_object_equals_multiindex(self):
 class IndexAppend:
     def setup(self):
 
-        N = 10000
+        N = 10_000
         self.range_idx = RangeIndex(0, 100)
         self.int_idx = self.range_idx.astype(int)
         self.obj_idx = self.int_idx.astype(str)
@@ -168,7 +176,7 @@ def time_get_loc_non_unique_sorted(self, dtype):
 class Float64IndexMethod:
     # GH 13166
     def setup(self):
-        N = 100000
+        N = 100_000
         a = np.arange(N)
         self.ind = Float64Index(a * 4.8000000418824129e-08)
 
@@ -212,7 +220,7 @@ class GC:
     params = [1, 2, 5]
 
     def create_use_drop(self):
-        idx = Index(list(range(1000 * 1000)))
+        idx = Index(list(range(1_000_000)))
         idx._engine
 
     def peakmem_gc_instances(self, N):
diff --git a/pandas/core/indexes/range.py b/pandas/core/indexes/range.py
index 3577a7aacc008..7efb70f0752e2 100644
--- a/pandas/core/indexes/range.py
+++ b/pandas/core/indexes/range.py
@@ -373,6 +373,10 @@ def get_indexer(self, target, method=None, limit=None, tolerance=None):
     def tolist(self):
         return list(self._range)
 
+    @doc(Int64Index.__iter__)
+    def __iter__(self):
+        yield from self._range
+
     @doc(Int64Index._shallow_copy)
     def _shallow_copy(self, values=None, name: Label = no_default):
         name = self.name if name is no_default else name
diff --git a/pandas/tests/indexes/ranges/test_range.py b/pandas/tests/indexes/ranges/test_range.py
index ef4bb9a0869b0..c4c242746e92c 100644
--- a/pandas/tests/indexes/ranges/test_range.py
+++ b/pandas/tests/indexes/ranges/test_range.py
@@ -167,6 +167,10 @@ def test_cache(self):
         idx.any()
         assert idx._cache == {}
 
+        for _ in idx:
+            pass
+        assert idx._cache == {}
+
         df = pd.DataFrame({"a": range(10)}, index=idx)
 
         df.loc[50]