diff --git a/doc/source/whatsnew/v1.1.0.rst b/doc/source/whatsnew/v1.1.0.rst
index 5c39377899a20..6fab4da0921cf 100644
--- a/doc/source/whatsnew/v1.1.0.rst
+++ b/doc/source/whatsnew/v1.1.0.rst
@@ -400,7 +400,7 @@ Timezones
 ^^^^^^^^^
 
 - Bug in :func:`to_datetime` with ``infer_datetime_format=True`` where timezone names (e.g. ``UTC``) would not be parsed correctly (:issue:`33133`)
--
+- Bug in :func:`DatetimeIndex.astype` with a ``datetime64[ns, tz]`` dtype where the data was not localized to UTC first (:issue:`33401`)
 
 
 Numeric
diff --git a/pandas/core/arrays/datetimes.py b/pandas/core/arrays/datetimes.py
index b9f9edcebad5b..8907e02444131 100644
--- a/pandas/core/arrays/datetimes.py
+++ b/pandas/core/arrays/datetimes.py
@@ -586,7 +586,8 @@ def astype(self, dtype, copy=True):
             # GH#18951: datetime64_ns dtype but not equal means different tz
             new_tz = getattr(dtype, "tz", None)
             if getattr(self.dtype, "tz", None) is None:
-                return self.tz_localize(new_tz)
+                # GH 33401: Match the behavior of Series.astype
+                return self.tz_localize(timezones.UTC).tz_convert(new_tz)
             result = self.tz_convert(new_tz)
             if copy:
                 result = result.copy()
diff --git a/pandas/tests/indexes/datetimes/test_astype.py b/pandas/tests/indexes/datetimes/test_astype.py
index 34169a670c169..c0c60291aac3e 100644
--- a/pandas/tests/indexes/datetimes/test_astype.py
+++ b/pandas/tests/indexes/datetimes/test_astype.py
@@ -90,9 +90,14 @@ def test_astype_with_tz(self):
         tm.assert_index_equal(result, expected)
 
         # GH 18951: tz-naive to tz-aware
+        # GH 33401: Match the behavior of Series.astype
         idx = date_range("20170101", periods=4)
         result = idx.astype("datetime64[ns, US/Eastern]")
-        expected = date_range("20170101", periods=4, tz="US/Eastern")
+        expected = (
+            date_range("20170101", periods=4)
+            .tz_localize("UTC")
+            .tz_convert("US/Eastern")
+        )
         tm.assert_index_equal(result, expected)
 
     def test_astype_str_compat(self):
@@ -321,3 +326,13 @@ def test_astype_array_fallback(self, tz):
         result = obj._data.astype(bool)
         expected = np.array([True, True])
         tm.assert_numpy_array_equal(result, expected)
+
+    def test_astype_tz_dtype_utc_localization(self):
+        # GH 33401
+        result = pd.Index([pd.Timestamp("2020-01-01 15:00")]).astype(
+            "datetime64[ns, US/Eastern]"
+        )
+        expected = pd.Index([pd.Timestamp("2020-01-01 10:00")]).tz_localize(
+            "US/Eastern"
+        )
+        tm.assert_index_equal(result, expected)