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missing = pd.Categorical(list('aaa'), categories=['a', 'b']) dense = pd.Categorical(list('abc')) values = np.arange(len(dense)) df = pd.DataFrame({'missing': missing, 'dense': dense, 'values': values}) grouped = df.groupby(['missing', 'dense']) # does reindex output for missing categories grouped.mean() grouped.agg(np.mean) # does not reindex the output for the missing categories grouped.apply(lambda chunk: np.mean(chunk)) So the _wrap_applied_output need a call to _reindex_output as a post-processing step.