Prepend a level to a pandas MultiIndex

You can first add it as a normal column and then append it to the current index, so:

df['Firstlevel'] = 'Foo'
df.set_index('Firstlevel', append=True, inplace=True)

And change the order if needed with:

df.reorder_levels(['Firstlevel', 'A', 'B'])

Which results in:

                      Vals
Firstlevel A  B           
Foo        a1 b1  0.871563
              b2  0.494001
           a2 b3 -0.167811
           a3 b4 -1.353409

I think this is a more general solution:

# Convert index to dataframe
old_idx = df.index.to_frame()

# Insert new level at specified location
old_idx.insert(0, 'new_level_name', new_level_values)

# Convert back to MultiIndex
df.index = pandas.MultiIndex.from_frame(old_idx)

Some advantages over the other answers:

• The new level can be added at any location, not just the top.
• It is purely a manipulation on the index and doesn't require manipulating the data, like the concatenation trick.
• It doesn't require adding a column as an intermediate step, which can break multi-level column indexes.

A nice way to do this in one line using pandas.concat():

import pandas as pd

pd.concat([df], keys=['Foo'], names=['Firstlevel'])

An even shorter way:

pd.concat({'Foo': df}, names=['Firstlevel'])

This can be generalized to many data frames, see the docs.

I made a little function out of cxrodgers answer, which IMHO is the best solution since it works purely on an index, independent of any data frame or series.

There is one fix I added: the to_frame() method will invent new names for index levels that don't have one. As such the new index will have names that don't exist in the old index. I added some code to revert this name-change.

Below is the code, I've used it myself for a while and it seems to work fine. If you find any issues or edge cases, I'd be much obliged to adjust my answer.

import pandas as pd

def _handle_insert_loc(loc: int, n: int) -> int:
    """
    Computes the insert index from the right if loc is negative for a given size of n.
    """
    return n + loc + 1 if loc < 0 else loc


def add_index_level(old_index: pd.Index, value: Any, name: str = None, loc: int = 0) -> pd.MultiIndex:
    """
    Expand a (multi)index by adding a level to it.

    :param old_index: The index to expand
    :param name: The name of the new index level
    :param value: Scalar or list-like, the values of the new index level
    :param loc: Where to insert the level in the index, 0 is at the front, negative values count back from the rear end
    :return: A new multi-index with the new level added
    """
    loc = _handle_insert_loc(loc, len(old_index.names))
    old_index_df = old_index.to_frame()
    old_index_df.insert(loc, name, value)
    new_index_names = list(old_index.names)  # sometimes new index level names are invented when converting to a df,
    new_index_names.insert(loc, name)        # here the original names are reconstructed
    new_index = pd.MultiIndex.from_frame(old_index_df, names=new_index_names)
    return new_index

It passed the following unittest code:

import unittest

import numpy as np
import pandas as pd

class TestPandaStuff(unittest.TestCase):

    def test_add_index_level(self):
        df = pd.DataFrame(data=np.random.normal(size=(6, 3)))
        i1 = add_index_level(df.index, "foo")

        # it does not invent new index names where there are missing
        self.assertEqual([None, None], i1.names)

        # the new level values are added
        self.assertTrue(np.all(i1.get_level_values(0) == "foo"))
        self.assertTrue(np.all(i1.get_level_values(1) == df.index))

        # it does not invent new index names where there are missing
        i2 = add_index_level(i1, ["x", "y"]*3, name="xy", loc=2)
        i3 = add_index_level(i2, ["a", "b", "c"]*2, name="abc", loc=-1)
        self.assertEqual([None, None, "xy", "abc"], i3.names)

        # the new level values are added
        self.assertTrue(np.all(i3.get_level_values(0) == "foo"))
        self.assertTrue(np.all(i3.get_level_values(1) == df.index))
        self.assertTrue(np.all(i3.get_level_values(2) == ["x", "y"]*3))
        self.assertTrue(np.all(i3.get_level_values(3) == ["a", "b", "c"]*2))

        # df.index = i3
        # print()
        # print(df)