Rename MultiIndex columns in Pandas

Use set_levels:

In [22]:
df.columns.set_levels(['b1','c1','f1'],level=1,inplace=True)
df

Out[22]:
     a         d
    b1   c1   f1
0    1    2    3
1   10   20   30
2  100  200  300

rename sets the name for the index, it doesn’t rename the column names:

In [26]:
df.columns = df.columns.rename("b1", level=1)
df

Out[26]:
      a         d
b1    b    c    f
0     1    2    3
1    10   20   30
2   100  200  300

This is why you get the error