diff --git a/pandas/core/indexes/multi.py b/pandas/core/indexes/multi.py
index 84d7399cc4f2d..a577cd49978b5 100644
--- a/pandas/core/indexes/multi.py
+++ b/pandas/core/indexes/multi.py
@@ -2993,56 +2993,76 @@ def _update_indexer(idxr, indexer=indexer):
                 indexer = Index(np.arange(n))
             if idxr is None:
                 return indexer
-            return indexer & idxr
+            return idxr & indexer
 
-        for i, k in enumerate(seq):
+        need_sort = False
+        indexer = Index(np.arange(n))
+        for i, k in enumerate(reversed(seq)):
+            i = len(seq) - 1 - i  # Counting in reverse
 
             if com.is_bool_indexer(k):
                 # a boolean indexer, must be the same length!
                 k = np.asarray(k)
-                indexer = _update_indexer(_convert_to_indexer(k), indexer=indexer)
+                indexer = _convert_to_indexer(k) & indexer
 
             elif is_list_like(k):
                 # a collection of labels to include from this level (these
                 # are or'd)
-                indexers = None
+                indexers_union = None
+                if not need_sort:
+                    # Find out if the list_like label are sorted as the levels or not
+                    k_codes = np.array(
+                        [self.levels[i].get_loc(e) for e in k if e in self.levels[i]]
+                    )
+                    need_sort = not (k_codes[:-1] < k_codes[1:]).all()
                 for x in k:
                     try:
                         idxrs = _convert_to_indexer(
                             self._get_level_indexer(x, level=i, indexer=indexer)
                         )
-                        indexers = idxrs if indexers is None else indexers | idxrs
+                        if need_sort and indexer is not None:
+                            # We intersect with indexer to make idxrs
+                            # ordered as previously seen indexes
+                            idxrs = indexer.intersection(idxrs)
+
+                        indexers_union = (
+                            idxrs
+                            if indexers_union is None
+                            else indexers_union.union(idxrs, sort=False)
+                        )
                     except KeyError:
-
                         # ignore not founds
                         continue
 
-                if indexers is not None:
-                    indexer = _update_indexer(indexers, indexer=indexer)
+                if indexers_union is not None:
+                    if need_sort:
+                        indexer = indexers_union
+                    else:
+                        indexer = indexers_union & indexer
                 else:
                     # no matches we are done
                     return Int64Index([])._ndarray_values
 
             elif com.is_null_slice(k):
                 # empty slice
-                indexer = _update_indexer(None, indexer=indexer)
+                # index is given to conserve the order of this level
+                indexer = Int64Index(np.arange(n)) & indexer
 
             elif isinstance(k, slice):
-
                 # a slice, include BOTH of the labels
-                indexer = _update_indexer(
+                indexer = (
                     _convert_to_indexer(
                         self._get_level_indexer(k, level=i, indexer=indexer)
-                    ),
-                    indexer=indexer,
+                    )
+                    & indexer
                 )
             else:
                 # a single label
-                indexer = _update_indexer(
+                indexer = (
                     _convert_to_indexer(
                         self.get_loc_level(k, level=i, drop_level=False)[0]
-                    ),
-                    indexer=indexer,
+                    )
+                    & indexer
                 )
 
         # empty indexer
diff --git a/pandas/tests/test_multilevel.py b/pandas/tests/test_multilevel.py
index 5382ad84bcca2..427a0bc0c9869 100644
--- a/pandas/tests/test_multilevel.py
+++ b/pandas/tests/test_multilevel.py
@@ -2471,3 +2471,48 @@ def test_sort_ascending_list(self):
         result = s.sort_index(level=["third", "first"], ascending=[False, True])
         expected = s.iloc[[0, 4, 1, 5, 2, 6, 3, 7]]
         tm.assert_series_equal(result, expected)
+
+    def test_multiindex_loc_order(self):
+        # GH 22797
+        # Try to respect order of keys given for MultiIndex.loc
+        df = pd.DataFrame(
+            np.arange(12).reshape((4, 3)),
+            index=[["a", "a", "b", "b"], [1, 2, 1, 2]],
+            columns=[["Ohio", "Ohio", "Colorado"], ["Green", "Red", "Green"]],
+        )
+
+        res = df.loc[["b", "a"], :]
+        exp_index = pd.MultiIndex.from_arrays([["b", "b", "a", "a"], [1, 2, 1, 2]])
+        tm.assert_index_equal(res.index, exp_index)
+
+        res = df.loc[["a", "b"], :]
+        exp_index = pd.MultiIndex.from_arrays([["a", "a", "b", "b"], [1, 2, 1, 2]])
+        tm.assert_index_equal(res.index, exp_index)
+
+        res = df.loc[(["a", "b"], [1, 2]), :]
+        exp_index = pd.MultiIndex.from_arrays([["a", "a", "b", "b"], [1, 2, 1, 2]])
+        tm.assert_index_equal(res.index, exp_index)
+
+        res = df.loc[(["a", "b"], [2, 1]), :]
+        exp_index = pd.MultiIndex.from_arrays([["a", "a", "b", "b"], [2, 1, 2, 1]])
+        tm.assert_index_equal(res.index, exp_index)
+
+        res = df.loc[(["b", "a"], [2, 1]), :]
+        exp_index = pd.MultiIndex.from_arrays([["b", "b", "a", "a"], [2, 1, 2, 1]])
+        tm.assert_index_equal(res.index, exp_index)
+
+        res = df.loc[(["b", "a"], [1, 2]), :]
+        exp_index = pd.MultiIndex.from_arrays([["b", "b", "a", "a"], [1, 2, 1, 2]])
+        tm.assert_index_equal(res.index, exp_index)
+
+        res = df.loc[:, ["Colorado", "Ohio"]]
+        exp_columns = pd.MultiIndex.from_arrays(
+            [["Colorado", "Ohio", "Ohio"], ["Green", "Green", "Red"]]
+        )
+        tm.assert_index_equal(res.columns, exp_columns)
+
+        res = df.loc[:, (["Colorado", "Ohio"], ["Red", "Green"])]
+        exp_columns = pd.MultiIndex.from_arrays(
+            [["Colorado", "Ohio", "Ohio"], ["Green", "Red", "Green"]]
+        )
+        tm.assert_index_equal(res.columns, exp_columns)