BUG: Fix strange behaviour of Series.iloc on MultiIndex Series (#17148)

doc/source/whatsnew/v0.21.0.txt

@@ -329,6 +329,7 @@ Indexing
 - Fixes ``DataFrame.loc`` for setting with alignment and tz-aware ``DatetimeIndex`` (:issue:`16889`)
 - Avoids ``IndexError`` when passing an Index or Series to ``.iloc`` with older numpy (:issue:`17193`)
 - Allow unicode empty strings as placeholders in multilevel columns in Python 2 (:issue:`17099`)
+- Bug ``Series`` with ``MultiIndex`` gives surprising ``.iloc`` results when an integer indexer is used (:issue: `17148`)
 
 I/O
 ^^^

pandas/core/indexing.py

@@ -2,6 +2,7 @@
 import textwrap
 import warnings
 import numpy as np
+import numbers
 from pandas.compat import range, zip
 import pandas.compat as compat
 from pandas.core.dtypes.generic import ABCDataFrame, ABCPanel, ABCSeries
@@ -146,7 +147,8 @@ def _get_setitem_indexer(self, key):
             return self._convert_tuple(key, is_setter=True)
 
         axis = self.obj._get_axis(0)
-        if isinstance(axis, MultiIndex):
+
+        if isinstance(axis, MultiIndex) and not isinstance(key, int):
             try:
                 return axis.get_loc(key)
             except Exception:

pandas/tests/indexing/test_iloc.py

@@ -269,6 +269,14 @@ def test_iloc_setitem(self):
         expected = Series([0, 1, 0], index=[4, 5, 6])
         tm.assert_series_equal(s, expected)
 
+        df = pd.DataFrame(data=[[1, 2, 5], [1, 3, 6]], columns=['i', 'j', 'k'])
+        df.set_index(['i', 'j'], inplace=True)
+        s = df.k.copy()
+        s.iloc[1] = 1
+        df.values[1][0] = 1
+        expected = df.k
+        tm.assert_series_equal(s, expected)
+
     def test_iloc_setitem_list(self):
 
         # setitem with an iloc list