Merge two DataFrames based on multiple keys in pandas

To merge by multiple keys, you just need to pass the keys in a list to pd.merge:

>>> pd.merge(a, b, on=['A', 'B'])
   A  B  value1  value2
0  1  1      23    0.10
1  1  2      34    0.20
2  2  1    2342    0.13
3  2  2     333    0.33

In fact, the default for pd.merge is to use the intersection of the two DataFrames’ column labels, so pd.merge(a, b) would work equally well in this case.