BUG: DataFrame.pivot(index=None) with MultiIndex

doc/source/whatsnew/v1.4.0.rst

@@ -964,6 +964,7 @@ Reshaping
 - Bug in :meth:`Series.unstack` with object doing unwanted type inference on resulting columns (:issue:`44595`)
 - Bug in :class:`MultiIndex` failing join operations with overlapping ``IntervalIndex`` levels (:issue:`44096`)
 - Bug in :meth:`DataFrame.replace` and :meth:`Series.replace` results is different ``dtype`` based on ``regex`` parameter (:issue:`44864`)
+- Bug in :meth:`DataFrame.pivot` with ``index=None`` when the :class:`DataFrame` index was a :class:`MultiIndex` (:issue:`23955`)
 
 Sparse
 ^^^^^^

pandas/core/reshape/pivot.py

@@ -495,7 +495,13 @@ def pivot(
         )
     else:
         if index is None:
-            index_list = [Series(data.index, name=data.index.name)]
+            if isinstance(data.index, MultiIndex):
+                # GH 23955
+                index_list = [
+                    data.index.get_level_values(i) for i in range(data.index.nlevels)
+                ]
+            else:
+                index_list = [Series(data.index, name=data.index.name)]
         else:
             index_list = [data[idx] for idx in com.convert_to_list_like(index)]
 

pandas/tests/reshape/test_pivot_multilevel.py

@@ -228,3 +228,25 @@ def test_pivot_multiindexed_rows_and_cols(using_array_manager):
         expected = expected.astype("float64")
 
     tm.assert_frame_equal(res, expected)
+
+
+def test_pivot_df_multiindex_index_none():
+    # GH 23955
+    df = pd.DataFrame(
+        [
+            ["A", "A1", "label1", 1],
+            ["A", "A2", "label2", 2],
+            ["B", "A1", "label1", 3],
+            ["B", "A2", "label2", 4],
+        ],
+        columns=["index_1", "index_2", "label", "value"],
+    )
+    df = df.set_index(["index_1", "index_2"])
+
+    result = df.pivot(index=None, columns="label", values="value")
+    expected = pd.DataFrame(
+        [[1.0, np.nan], [np.nan, 2.0], [3.0, np.nan], [np.nan, 4.0]],
+        index=df.index,
+        columns=Index(["label1", "label2"], name="label"),
+    )
+    tm.assert_frame_equal(result, expected)