最简单的是使用 stack 带有新的 DataFrame 和新级别值的列:

The simpliest is use stack with new DataFrame with columns by new level values:

df1 = pd.DataFrame(data=1,index=df.index, columns=new_level_labels).stack()
df1.index.names = ['Level0','Level1',new_level_name]
print (df1)
Level0  Level1  New level
foo     a       p            1
                q            1
        b       p            1
                q            1
qux     a       p            1
                q            1
dtype: int64

print (df1.index)
MultiIndex(levels=[['foo', 'qux'], ['a', 'b'], ['p', 'q']],
           labels=[[0, 0, 0, 0, 1, 1], [0, 0, 1, 1, 0, 0], [0, 1, 0, 1, 0, 1]],
           names=['Level0', 'Level1', 'New level'])