BUG: MultiIndex.get_loc re-raise TypeError as KeyError

doc/source/whatsnew/v1.4.0.rst

@@ -235,6 +235,7 @@ MultiIndex
 ^^^^^^^^^^
 - Bug in :meth:`MultiIndex.get_loc` where the first level is a :class:`DatetimeIndex` and a string key is passed (:issue:`42465`)
 - Bug in :meth:`MultiIndex.reindex` when passing a ``level`` that corresponds to an ``ExtensionDtype`` level (:issue:`42043`)
+- Bug in :meth:`MultiIndex.get_loc` raising ``TypeError`` instead of ``KeyError`` on nested tuple (:issue:`42440`)
 -
 
 I/O

pandas/core/indexes/multi.py

@@ -2846,9 +2846,17 @@ def _maybe_to_slice(loc):
         # needs linear search within the slice
         i = self._lexsort_depth
         lead_key, follow_key = key[:i], key[i:]
-        start, stop = (
-            self.slice_locs(lead_key, lead_key) if lead_key else (0, len(self))
-        )
+
+        if not lead_key:
+            start = 0
+            stop = len(self)
+        else:
+            try:
+                start, stop = self.slice_locs(lead_key, lead_key)
+            except TypeError as err:
+                # e.g. test_groupby_example key = ((0, 0, 1, 2), "new_col")
+                #  when self has 5 integer levels
+                raise KeyError(key) from err
 
         if start == stop:
             raise KeyError(key)

pandas/core/indexing.py

@@ -646,8 +646,8 @@ def _get_setitem_indexer(self, key):
 
         ax = self.obj._get_axis(0)
 
-        if isinstance(ax, MultiIndex) and self.name != "iloc":
-            with suppress(TypeError, KeyError, InvalidIndexError):
+        if isinstance(ax, MultiIndex) and self.name != "iloc" and is_hashable(key):
+            with suppress(KeyError, InvalidIndexError):
                 # TypeError e.g. passed a bool
                 return ax.get_loc(key)
 

pandas/tests/indexes/multi/test_indexing.py

@@ -1,4 +1,5 @@
 from datetime import timedelta
+import re
 
 import numpy as np
 import pytest
@@ -698,6 +699,14 @@ def test_multiindex_get_loc_list_raises(self):
         with pytest.raises(TypeError, match=msg):
             idx.get_loc([])
 
+    def test_get_loc_nested_tuple_raises_keyerror(self):
+        # raise KeyError, not TypeError
+        mi = MultiIndex.from_product([range(3), range(4), range(5), range(6)])
+        key = ((2, 3, 4), "foo")
+
+        with pytest.raises(KeyError, match=re.escape(str(key))):
+            mi.get_loc(key)
+
 
 class TestWhere:
     def test_where(self):