Rename MultiIndex columns in Pandas

You can use pandas.DataFrame.rename() directly

Say you have the following dataframe

print(df)

     a         d
     b    c    f
0    1    2    3
1   10   20   30
2  100  200  300

df = df.rename(columns={'f': 'f1', 'd': 'd1'})

print(df)

     a        d1
     b    c   f1
0    1    2    3
1   10   20   30
2  100  200  300

You see, column name mapper doesn't relate with level.

Say you have the following dataframe

     a         d
     b    f    f
0    1    2    3
1   10   20   30
2  100  200  300

If you want to rename the f under a, you can do

df.columns = df.columns.values
df.columns = pd.MultiIndex.from_tuples(df.rename(columns={('a', 'f'): ('a', 'af')}))

print(df)

     a         d
     b   af    f
0    1    2    3
1   10   20   30
2  100  200  300

In pandas 0.21.0+ use parameter level=1:

d = dict(zip(df.columns.levels[1], ["b1", "c1", "f1"]))
print (d)
{'c': 'c1', 'b': 'b1', 'f': 'f1'}

df = df.rename(columns=d, level=1)
print (df)
     a         d
    b1   c1   f1
0    1    2    3
1   10   20   30
2  100  200  300

Use set_levels:

In [22]:
df.columns.set_levels(['b1','c1','f1'],level=1,inplace=True)
df

Out[22]:
     a         d
    b1   c1   f1
0    1    2    3
1   10   20   30
2  100  200  300

rename sets the name for the index, it doesn't rename the column names:

In [26]:
df.columns = df.columns.rename("b1", level=1)
df

Out[26]:
      a         d
b1    b    c    f
0     1    2    3
1    10   20   30
2   100  200  300

This is why you get the error