Deprecate joining over a different number of levels (pandas-dev#40993)

doc/source/whatsnew/v1.3.0.rst

@@ -601,6 +601,7 @@ Deprecations
 - Deprecated :meth:`.Styler.set_na_rep` and :meth:`.Styler.set_precision` in favour of :meth:`.Styler.format` with ``na_rep`` and ``precision`` as existing and new input arguments respectively (:issue:`40134`, :issue:`40425`)
 - Deprecated allowing partial failure in :meth:`Series.transform` and :meth:`DataFrame.transform` when ``func`` is list-like or dict-like and raises anything but ``TypeError``; ``func`` raising anything but a ``TypeError`` will raise in a future version (:issue:`40211`)
 - Deprecated support for ``np.ma.mrecords.MaskedRecords`` in the :class:`DataFrame` constructor, pass ``{name: data[name] for name in data.dtype.names}`` instead (:issue:`40363`)
+- Deprecated using :func:`merge` or :func:`join` on a different number of levels (:issue:`34862`)
 - Deprecated the use of ``**kwargs`` in :class:`.ExcelWriter`; use the keyword argument ``engine_kwargs`` instead (:issue:`40430`)
 - Deprecated the ``level`` keyword for :class:`DataFrame` and :class:`Series` aggregations; use groupby instead (:issue:`39983`)
 - Deprecated :func:`merge` producing duplicated columns through the ``suffixes`` keyword  and already existing columns (:issue:`22818`)

pandas/core/reshape/merge.py

@@ -669,11 +669,11 @@ def __init__(
         # warn user when merging between different levels
         if _left.columns.nlevels != _right.columns.nlevels:
             msg = (
-                "merging between different levels can give an unintended "
-                f"result ({left.columns.nlevels} levels on the left,"
+                "merging between different levels is deprecated and will be removed "
+                f"in a future version. ({left.columns.nlevels} levels on the left,"
                 f"{right.columns.nlevels} on the right)"
             )
-            warnings.warn(msg, UserWarning)
+            warnings.warn(msg, FutureWarning, stacklevel=3)
 
         self._validate_specification()
 

pandas/tests/frame/methods/test_join.py

@@ -338,14 +338,14 @@ def test_merge_join_different_levels(self):
         # merge
         columns = ["a", "b", ("c", "c1")]
         expected = DataFrame(columns=columns, data=[[1, 11, 33], [0, 22, 44]])
-        with tm.assert_produces_warning(UserWarning):
+        with tm.assert_produces_warning(FutureWarning):
             result = pd.merge(df1, df2, on="a")
         tm.assert_frame_equal(result, expected)
 
         # join, see discussion in GH#12219
         columns = ["a", "b", ("a", ""), ("c", "c1")]
         expected = DataFrame(columns=columns, data=[[1, 11, 0, 44], [0, 22, 1, 33]])
-        with tm.assert_produces_warning(UserWarning):
+        with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
             result = df1.join(df2, on="a")
         tm.assert_frame_equal(result, expected)
 

pandas/tests/reshape/merge/test_join.py

@@ -417,7 +417,7 @@ def test_join_hierarchical_mixed(self):
         other_df = DataFrame([(1, 2, 3), (7, 10, 6)], columns=["a", "b", "d"])
         other_df.set_index("a", inplace=True)
         # GH 9455, 12219
-        with tm.assert_produces_warning(UserWarning):
+        with tm.assert_produces_warning(FutureWarning):
             result = merge(new_df, other_df, left_index=True, right_index=True)
         assert ("b", "mean") in result
         assert "b" in result