diff --git a/doc/source/whatsnew/v0.19.2.txt b/doc/source/whatsnew/v0.19.2.txt
index cafbdb731f494..130653441fc0d 100644
--- a/doc/source/whatsnew/v0.19.2.txt
+++ b/doc/source/whatsnew/v0.19.2.txt
@@ -58,7 +58,7 @@ Bug Fixes
 
 
 
-
+- Bug ``HDFStore`` writing a ``MultiIndex`` when using ``data_columns=True`` (:issue:`14435`)
 
 
 - Bug in clipboard functions on linux with python2 with unicode and separators (:issue:`13747`)
diff --git a/pandas/io/pytables.py b/pandas/io/pytables.py
index b8c2b146b6259..a5ef4e0688ea6 100644
--- a/pandas/io/pytables.py
+++ b/pandas/io/pytables.py
@@ -4254,7 +4254,7 @@ def write(self, obj, data_columns=None, **kwargs):
         if data_columns is None:
             data_columns = []
         elif data_columns is True:
-            data_columns = obj.columns[:]
+            data_columns = obj.columns.tolist()
         obj, self.levels = self.validate_multiindex(obj)
         for n in self.levels:
             if n not in data_columns:
diff --git a/pandas/io/tests/test_pytables.py b/pandas/io/tests/test_pytables.py
index 72973105ff3bd..fe20eeda16ce2 100644
--- a/pandas/io/tests/test_pytables.py
+++ b/pandas/io/tests/test_pytables.py
@@ -1818,6 +1818,19 @@ def test_select_columns_in_where(self):
             store.put('s', s, format='table')
             tm.assert_series_equal(store.select('s', where="columns=['A']"), s)
 
+    def test_mi_data_columns(self):
+        # GH 14435
+        idx = pd.MultiIndex.from_arrays([date_range('2000-01-01', periods=5),
+                                         range(5)], names=['date', 'id'])
+        df = pd.DataFrame({'a': [1.1, 1.2, 1.3, 1.4, 1.5]}, index=idx)
+
+        with ensure_clean_store(self.path) as store:
+            store.append('df', df, data_columns=True)
+
+            actual = store.select('df', where='id == 1')
+            expected = df.iloc[[1], :]
+            tm.assert_frame_equal(actual, expected)
+
     def test_pass_spec_to_storer(self):
 
         df = tm.makeDataFrame()