diff --git a/pandas/tests/test_multilevel.py b/pandas/tests/test_multilevel.py
index 199307dd138ca..8c5f9a894f2f7 100644
--- a/pandas/tests/test_multilevel.py
+++ b/pandas/tests/test_multilevel.py
@@ -290,6 +290,30 @@ def test_datetime_object_multiindex(self):
 
         tm.assert_frame_equal(result, expected)
 
+    def test_multiindex_with_na(self):
+        df = DataFrame(
+            [
+                ["A", np.nan, 1.23, 4.56],
+                ["A", "G", 1.23, 4.56],
+                ["A", "D", 9.87, 10.54],
+            ],
+            columns=["pivot_0", "pivot_1", "col_1", "col_2"],
+        ).set_index(["pivot_0", "pivot_1"])
+
+        df.at[("A", "F"), "col_2"] = 0.0
+
+        expected = DataFrame(
+            [
+                ["A", np.nan, 1.23, 4.56],
+                ["A", "G", 1.23, 4.56],
+                ["A", "D", 9.87, 10.54],
+                ["A", "F", np.nan, 0.0],
+            ],
+            columns=["pivot_0", "pivot_1", "col_1", "col_2"],
+        ).set_index(["pivot_0", "pivot_1"])
+
+        tm.assert_frame_equal(df, expected)
+
 
 class TestSorted:
     """everything you wanted to test about sorting"""