Merge multiple DataFrames Pandas

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Consider setting index on each data frame and then run the horizontal merge with pd.concat:

dfs = [df.set_index(['profile', 'depth']) for df in [df1, df2, df3]]

print(pd.concat(dfs, axis=1).reset_index())
#      profile  depth       VAR1     VAR2    VAR3
# 0  profile_1    0.5  38.198002      NaN     NaN
# 1  profile_1    0.6  38.198002  0.20440     NaN
# 2  profile_1    1.1        NaN  0.20442     NaN
# 3  profile_1    1.2        NaN  0.20446  15.188
# 4  profile_1    1.3  38.200001      NaN  15.182
# 5  profile_1    1.4        NaN      NaN  15.182

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