arrays = [['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux'], ['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']] tuples = list(zip(*arrays)) tuples index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second']) index s = pd.Series(np.random.randn(8), index=index) s