diff --git a/pandas/core/indexes/multi.py b/pandas/core/indexes/multi.py
index f94d012b3aa03..c1985cdd74b92 100644
--- a/pandas/core/indexes/multi.py
+++ b/pandas/core/indexes/multi.py
@@ -742,32 +742,47 @@ def set_levels(self, levels, level=None, inplace=False, verify_integrity=True):
         Examples
         --------
         >>> idx = pd.MultiIndex.from_tuples([(1, 'one'), (1, 'two'),
-                                            (2, 'one'), (2, 'two')],
+                                            (2, 'one'), (2, 'two'),
+                                            (3, 'one'), (3, 'two')],
                                             names=['foo', 'bar'])
-        >>> idx.set_levels([['a', 'b'], [1, 2]])
+        >>> idx.set_levels([['a', 'b', 'c'], [1, 2]])
         MultiIndex([('a', 1),
                     ('a', 2),
                     ('b', 1),
-                    ('b', 2)],
+                    ('b', 2),
+                    ('c', 1),
+                    ('c', 2)],
                    names=['foo', 'bar'])
-        >>> idx.set_levels(['a', 'b'], level=0)
+        >>> idx.set_levels(['a', 'b', 'c'], level=0)
         MultiIndex([('a', 'one'),
                     ('a', 'two'),
                     ('b', 'one'),
-                    ('b', 'two')],
+                    ('b', 'two'),
+                    ('c', 'one'),
+                    ('c', 'two')],
                    names=['foo', 'bar'])
         >>> idx.set_levels(['a', 'b'], level='bar')
         MultiIndex([(1, 'a'),
                     (1, 'b'),
                     (2, 'a'),
-                    (2, 'b')],
+                    (2, 'b'),
+                    (3, 'a'),
+                    (3, 'b')],
                    names=['foo', 'bar'])
-        >>> idx.set_levels([['a', 'b'], [1, 2]], level=[0, 1])
+
+        If any of the levels passed to ``set_levels()`` exceeds the
+        existing length, all of the values from that argument will
+        be stored in the MultiIndex levels, though the values will
+        be truncated in the MultiIndex output.
+
+        >>> idx.set_levels([['a', 'b', 'c'], [1, 2, 3, 4]], level=[0, 1])
         MultiIndex([('a', 1),
                     ('a', 2),
                     ('b', 1),
                     ('b', 2)],
                    names=['foo', 'bar'])
+        >>> idx.set_levels([['a', 'b', 'c'], [1, 2, 3, 4]], level=[0, 1]).levels
+        FrozenList([['a', 'b', 'c'], [1, 2, 3, 4]])
         """
         if is_list_like(levels) and not isinstance(levels, Index):
             levels = list(levels)