Python: How to turn a dictionary of Dataframes into one big dataframe with column names being the key of the previous dict?

You can try first set_index of all dataframes in comprehension and then use concat with remove last level of multiindex in columns:

 print d
{'17012016':     Fruit  Price
0  Orange      7
1   Apple      8
2    Pear      9, '16012016':     Fruit  Price
0  Orange      4
1   Apple      5
2    Pear      6, '15012016':     Fruit  Price
0  Orange      1
1   Apple      2
2    Pear      3}
d = { k: v.set_index('Fruit') for k, v in d.items()}

df = pd.concat(d, axis=1)
df.columns = df.columns.droplevel(-1) 
print df
        15012016  16012016  17012016
Fruit                               
Orange         1         4         7
Apple          2         5         8
Pear           3         6         9