BUG: Fix fillna on multi indexed Dataframe doesn't work

doc/source/whatsnew/v1.5.0.rst

@@ -917,6 +917,7 @@ Missing
 - Bug in :meth:`DataFrame.interpolate` with object-dtype column not returning a copy with ``inplace=False`` (:issue:`45791`)
 - Bug in :meth:`DataFrame.dropna` allows to set both ``how`` and ``thresh`` incompatible arguments (:issue:`46575`)
 - Bug in :meth:`DataFrame.fillna` ignored ``axis`` when :class:`DataFrame` is single block (:issue:`47713`)
+- Bug in :meth:`DataFrame.fillna` not working on multiindexed DataFrame (:issue:`47649`)
 
 MultiIndex
 ^^^^^^^^^^

pandas/core/generic.py

@@ -6674,9 +6674,14 @@ def fillna(
                     if k not in result:
                         continue
                     downcast_k = downcast if not is_dict else downcast.get(k)
-                    result.loc[:, k] = result[k].fillna(
-                        v, limit=limit, downcast=downcast_k
+                    # GH47649
+                    result.loc[:, k] = (
+                        result[k].fillna(v, limit=limit, downcast=downcast_k).values
                     )
+                    # TODO: result.loc[:, k] = result.loc[:, k].fillna(
+                    #     v, limit=limit, downcast=downcast_k
+                    # )
+                    # Revert when GH45751 is fixed
                 return result if not inplace else None
 
             elif not is_list_like(value):

pandas/tests/frame/methods/test_fillna.py

@@ -708,6 +708,34 @@ def test_single_block_df_with_horizontal_axis(self):
         )
         tm.assert_frame_equal(result, expected)
 
+    def test_fillna_with_multi_index_frame(self):
+        # GH 47649
+        pdf = DataFrame(
+            {
+                ("x", "a"): [np.nan, 2.0, 3.0, 4.0, np.nan, 6.0],
+                ("x", "b"): [1.0, 2.0, np.nan, 4.0, np.nan, np.nan],
+                ("y", "c"): [1.0, 2.0, 3.0, 4.0, np.nan, np.nan],
+            }
+        )
+        expected = DataFrame(
+            {
+                ("x", "a"): [-1.0, 2.0, 3.0, 4.0, -1.0, 6.0],
+                ("x", "b"): [1.0, 2.0, -1.0, 4.0, -1.0, -1.0],
+                ("y", "c"): [1.0, 2.0, 3.0, 4.0, np.nan, np.nan],
+            }
+        )
+        tm.assert_frame_equal(pdf.fillna({"x": -1}), expected)
+        tm.assert_frame_equal(pdf.fillna({"x": -1, ("x", "b"): -2}), expected)
+
+        expected = DataFrame(
+            {
+                ("x", "a"): [-1.0, 2.0, 3.0, 4.0, -1.0, 6.0],
+                ("x", "b"): [1.0, 2.0, -2.0, 4.0, -2.0, -2.0],
+                ("y", "c"): [1.0, 2.0, 3.0, 4.0, np.nan, np.nan],
+            }
+        )
+        tm.assert_frame_equal(pdf.fillna({("x", "b"): -2, "x": -1}), expected)
+
 
 def test_fillna_nonconsolidated_frame():
     # https://github.com/pandas-dev/pandas/issues/36495