diff --git a/doc/source/whatsnew/v0.21.1.txt b/doc/source/whatsnew/v0.21.1.txt
index 185f08514641f..793e9bf17bac9 100644
--- a/doc/source/whatsnew/v0.21.1.txt
+++ b/doc/source/whatsnew/v0.21.1.txt
@@ -73,7 +73,7 @@ Conversion
 Indexing
 ^^^^^^^^
 
--
+- Bug where a ``MultiIndex`` with more than a million records was not raising ``AttributeError`` when trying to access a missing attribute (:issue:`18165`)
 -
 -
 
diff --git a/pandas/core/indexes/multi.py b/pandas/core/indexes/multi.py
index 4cc59f5297058..f603a0eef36a5 100644
--- a/pandas/core/indexes/multi.py
+++ b/pandas/core/indexes/multi.py
@@ -446,6 +446,17 @@ def _shallow_copy_with_infer(self, values=None, **kwargs):
                               **kwargs)
         return self._shallow_copy(values, **kwargs)
 
+    @Appender(_index_shared_docs['__contains__'] % _index_doc_kwargs)
+    def __contains__(self, key):
+        hash(key)
+        try:
+            self.get_loc(key)
+            return True
+        except (LookupError, TypeError):
+            return False
+
+    contains = __contains__
+
     @Appender(_index_shared_docs['_shallow_copy'])
     def _shallow_copy(self, values=None, **kwargs):
         if values is not None:
@@ -1370,17 +1381,6 @@ def nlevels(self):
     def levshape(self):
         return tuple(len(x) for x in self.levels)
 
-    @Appender(_index_shared_docs['__contains__'] % _index_doc_kwargs)
-    def __contains__(self, key):
-        hash(key)
-        try:
-            self.get_loc(key)
-            return True
-        except LookupError:
-            return False
-
-    contains = __contains__
-
     def __reduce__(self):
         """Necessary for making this object picklable"""
         d = dict(levels=[lev for lev in self.levels],
diff --git a/pandas/tests/indexes/test_multi.py b/pandas/tests/indexes/test_multi.py
index ded5de9253eaf..b69b958d4e4ba 100644
--- a/pandas/tests/indexes/test_multi.py
+++ b/pandas/tests/indexes/test_multi.py
@@ -2981,3 +2981,13 @@ def test_nan_stays_float(self):
         assert pd.isna(df0.index.get_level_values(1)).all()
         # the following failed in 0.14.1
         assert pd.isna(dfm.index.get_level_values(1)[:-1]).all()
+
+    def test_million_record_attribute_error(self):
+        # GH 18165
+        r = list(range(1000000))
+        df = pd.DataFrame({'a': r, 'b': r},
+                          index=pd.MultiIndex.from_tuples([(x, x) for x in r]))
+
+        with tm.assert_raises_regex(AttributeError,
+                                    "'Series' object has no attribute 'foo'"):
+            df['a'].foo()