Fix insertion of None value in MultiIndex

doc/source/whatsnew/v3.0.0.rst

@@ -543,6 +543,7 @@ MultiIndex
 ^^^^^^^^^^
 - :func:`DataFrame.loc` with ``axis=0``  and :class:`MultiIndex` when setting a value adds extra columns (:issue:`58116`)
 - :meth:`DataFrame.melt` would not accept multiple names in ``var_name`` when the columns were a :class:`MultiIndex` (:issue:`58033`)
+- :meth:`MultiIndex.insert` would not insert NA value correctly at unified location of index -1 (:issue:`59003`)
 -
 
 I/O

pandas/core/indexes/multi.py

@@ -3906,8 +3906,11 @@ def insert(self, loc: int, item) -> MultiIndex:
                 # have to insert into level
                 # must insert at end otherwise you have to recompute all the
                 # other codes
-                lev_loc = len(level)
-                level = level.insert(lev_loc, k)
+                if isna(k):  # GH 59003
+                    lev_loc = -1
+                else:
+                    lev_loc = len(level)
+                    level = level.insert(lev_loc, k)
             else:
                 lev_loc = level.get_loc(k)
 

pandas/tests/test_multilevel.py

@@ -6,6 +6,7 @@
 import pandas as pd
 from pandas import (
     DataFrame,
+    Index,
     MultiIndex,
     Series,
 )
@@ -288,6 +289,17 @@ def test_multiindex_with_na(self):
 
         tm.assert_frame_equal(df, expected)
 
+    def test_multiindex_insert_level_with_na(self):
+        # GH 59003
+        indices = [["one"], ["a"], ["yes"]]
+        df = DataFrame([0], index=indices).T
+        df["one", None, "yes"] = 1
+        expected = DataFrame([1], index=Index(["yes"])).T
+        tm.assert_frame_equal(df["one"][None], expected)
+        df["one", np.nan, "yes"] = 1
+        expected = DataFrame([1], index=Index(["yes"])).T
+        tm.assert_frame_equal(df["one"][np.nan], expected)
+
 
 class TestSorted:
     """everything you wanted to test about sorting"""