Improve Pandas Merge performance

set_index on merging column does indeed speed this up. Below is a slightly more realistic version of julien-marrec’s Answer.

import pandas as pd
import numpy as np
myids=np.random.choice(np.arange(10000000), size=1000000, replace=False)
df1 = pd.DataFrame(myids, columns=['A'])
df1['B'] = np.random.randint(0,1000,(1000000))
df2 = pd.DataFrame(np.random.permutation(myids), columns=['A2'])
df2['B2'] = np.random.randint(0,1000,(1000000))

%%timeit
    x = df1.merge(df2, how='left', left_on='A', right_on='A2')   
#1 loop, best of 3: 664 ms per loop

%%timeit  
    x = df1.set_index('A').join(df2.set_index('A2'), how='left') 
#1 loop, best of 3: 354 ms per loop

%%time 
    df1.set_index('A', inplace=True)
    df2.set_index('A2', inplace=True)
#Wall time: 16 ms

%%timeit
    x = df1.join(df2, how='left')  
#10 loops, best of 3: 80.4 ms per loop

When the column to be joined has integers not in the same order on both tables you can still expect a great speed up of 8 times.