add test for unused level raises KeyError (#29760)

Author: ganevgv

pandas/tests/test_multilevel.py

@@ -583,6 +583,17 @@ def test_stack_unstack_wrong_level_name(self, method):
             with pytest.raises(KeyError, match="does not match index name"):
                 getattr(s, method)("mistake")
 
+    def test_unused_level_raises(self):
+        # GH 20410
+        mi = MultiIndex(
+            levels=[["a_lot", "onlyone", "notevenone"], [1970, ""]],
+            codes=[[1, 0], [1, 0]],
+        )
+        df = DataFrame(-1, index=range(3), columns=mi)
+
+        with pytest.raises(KeyError, match="notevenone"):
+            df["notevenone"]
+
     def test_unstack_level_name(self):
         result = self.frame.unstack("second")
         expected = self.frame.unstack(level=1)