Thanks for all developers,

I think it's useful and natural behaviour when keys parameter of concat() function is specified with Index or MultiIndex object, its name or names attribute is not taken over to the result DataFrame object.

>>> import pandas as pd
>>> a1 = pd.DataFrame([[110, 111], [120, 121]])
>>> a1.index.name = 'index_X'
>>> a2 = pd.DataFrame([[210, 211], [220, 221]])
>>> a2.index.name = 'index_X'
>>> b = pd.concat([a1, a2], keys=['a1', 'a2'], names=['index_Y'])
>>> b
                   0    1
index_Y index_X          
a1      0        110  111
        1        120  121
a2      0        210  211
        1        220  221
>>> b_index = pd.Index(['a1', 'a2'], name='index_Y')
>>> b = pd.concat([a1, a2], keys=b_index)
>>> b # name of b_index is not taken over!
              0    1
   index_X          
a1 0        110  111
   1        120  121
a2 0        210  211
   1        220  221

In such case, I think it's useful and natural behavior that the name of 1st level of the result indices is automatically set as "index_Y". Are there any probrems or difficulties if this change will be applied?

output of pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Linux
OS-release: 4.4.0-31-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.2
setuptools: 23.0.0
Cython: 0.24
numpy: 1.11.1
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 4.2.0
sphinx: 1.4.1
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: 1.1.0
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.2
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.40.0
pandas_datareader: None

Comment From: sinhrks

Thx for the report. Because keys is simply handled as sequence, we need name preserving logic around here. - https://github.com/pydata/pandas/blob/master/pandas/tools/merge.py#L1351

PR is welcome.

Comment From: jreback

dupe of https://github.com/pydata/pandas/issues/13475 (though this is about MultiIndex, its the same thing)