In [179]: midx = MultiIndex.from_tuples([('A', 1, 2), ('A', 1, 2), ('B', 1, 2)]) ...: df = DataFrame(np.random.randn(3, 3), index=midx, ...: columns=['x', 'y', 'z']) In [180]: df Out[180]: x y z A 1 2 1.236013 2.239172 -1.513059 2 -0.159620 0.222250 -1.635894 B 1 2 0.211036 -0.441065 -0.661737 In [181]: df.to_csv('test.csv') In [182]: result = pd.read_csv('test.csv', index_col=[0, 1, 2]) In [183]: result Out[183]: x y z Unnamed: 1 Unnamed: 2 A 1 2 1.236013 2.239172 -1.513059 2 -0.159620 0.222250 -1.635894 B 1 2 0.211036 -0.441065 -0.661737