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doc/source/whatsnew/v1.2.0.rst
@@ -451,6 +451,7 @@ Reshaping
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- Bug in func :meth:`crosstab` when using multiple columns with ``margins=True`` and ``normalize=True`` (:issue:`35144`)
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- Bug in :meth:`DataFrame.agg` with ``func={'name':<FUNC>}`` incorrectly raising ``TypeError`` when ``DataFrame.columns==['Name']`` (:issue:`36212`)
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- Bug in :meth:`Series.transform` would give incorrect results or raise when the argument ``func`` was dictionary (:issue:`35811`)
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+- Bug in :meth:`DataFrame.pivot` did not preserve :class:`MultiIndex` level names for columns when rows and columns both multiindexed (:issue:`36360`)
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Sparse
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