I find it quite useful that I can annotate an AxiosReponse for type safety. Nevertheless, it's not the case for the data that I'm sending.

import axios, { AxiosResponse } from 'axios';

interface UserCreation {
    name: 'Alice';
}

interface User {
    id: string;
    name: string;
}

axios.post<UserCreation, AxiosResponse<User>>('/users', {})
// No compiler error

See it in this playground.

I'm supposed to pass a UserCreation-compliant object, but the compiler detects no errors since data?: any, despite having declared T=UserCreation.

I propose extending the annotations of data, and AxiosRequestConfig. For instance, instead of having:

// index.d.ts
export interface AxiosRequestConfig {
  data?: any;
  ...
}

post<T = any, R = AxiosResponse<T>>(url: string, data?: any, config?: AxiosRequestConfig): Promise<R>;

We could have:

// index.d.ts
export interface AxiosRequestConfig<T = any>{
  data?: T;
  ...
}

post<T = any, R = AxiosResponse<T>>(url: string, data?: T, config?: AxiosRequestConfig<T>): Promise<R>;

Some other similarly small arrangements must be done, for which a PR will follow.

This situation is specially useful when dealing with APIs whose DTOs with CRUD operations vary for the same resource.