diff --git a/oups/store/writer.py b/oups/store/writer.py
index 6871185..45d7ba8 100644
--- a/oups/store/writer.py
+++ b/oups/store/writer.py
@@ -223,6 +223,45 @@ def to_midx(idx: Index, levels: List[str] = None) -> MultiIndex:
     return MultiIndex.from_tuples(tuples, names=levels)
 
 
+def check_cmidx(chunk):
+    """
+    Check cmidx to have it complying with fastparquet limitations.
+
+    Most notably, fastparquet requires names for each level in a Multiindex.
+    If these are not set, there are set to '', an empty string.
+
+    Multiindex is modified in-place.
+
+    Parameters
+    ----------
+    chunk : DataFrame
+        DataFrame which multi-index is to check.
+
+    Returns
+    -------
+    None
+
+    """
+    cmidx = chunk.columns
+    # If an item of the column name is not a string, turn it into a string.
+    # Using 'set_levels()' instead of rconstructing a MultiIndex to preserve
+    # index names directly.
+    level_updated_idx = []
+    level_updated = []
+    for i, level in enumerate(cmidx.levels):
+        str_level = [name if isinstance(name, str) else str(name) for name in level]
+        if level.to_list() != str_level:
+            level_updated_idx.append(i)
+            level_updated.append(str_level)
+    if level_updated:
+        chunk.columns = chunk.columns.set_levels(level_updated, level=level_updated_idx)
+    # If a name is 'None', set it to '' instead.
+    cmidx = chunk.columns
+    for i, name in enumerate(cmidx.names):
+        if name is None:
+            cmidx.set_names("", level=i, inplace=True)
+
+
 def write_metadata(
     pf: ParquetFile,
     metadata: Dict[str, str] = None,
@@ -563,6 +602,10 @@ def write(
         chunk = next(iter_data)
         if cmidx_expand:
             chunk.columns = to_midx(chunk.columns, cmidx_levels)
+        # In case multi-index is used, check that it complies with fastparquet
+        # limitations.
+        if isinstance(chunk.columns, MultiIndex):
+            check_cmidx(chunk)
         fp_write(
             dirpath,
             chunk,