In [94]: data = {("japan","male"):[1,2,3], ("japan","female"):[11,12,13], ("u.s.","male"):[2,3,4]} In [94]: data Out[95]: {('japan', 'male'): [1, 2, 3], ('japan', 'female'): [11, 12, 13], ('u.s.', 'male'): [2, 3, 4]} In [96]: df1 = pandas.DataFrame(data) In [97]: df1 Out[97]: japan u.s. male female male 0 1 11 2 1 2 12 3 2 3 13 4 In [98]: df1.columns Out[98]: MultiIndex([('japan', 'male'), ('japan