diff --git a/pandas/tests/groupby/test_groupby.py b/pandas/tests/groupby/test_groupby.py
index 1ae8efd2f6867..12a5d494648fc 100644
--- a/pandas/tests/groupby/test_groupby.py
+++ b/pandas/tests/groupby/test_groupby.py
@@ -1698,3 +1698,19 @@ def test_groupby_agg_ohlc_non_first():
     result = df.groupby(pd.Grouper(freq='D')).agg(['sum', 'ohlc'])
 
     tm.assert_frame_equal(result, expected)
+
+
+def test_groupby_multiindex_nat():
+    # GH 9236
+    values = [
+        (pd.NaT, 'a'),
+        (datetime(2012, 1, 2), 'a'),
+        (datetime(2012, 1, 2), 'b'),
+        (datetime(2012, 1, 3), 'a')
+    ]
+    mi = pd.MultiIndex.from_tuples(values, names=['date', None])
+    ser = pd.Series([3, 2, 2.5, 4], index=mi)
+
+    result = ser.groupby(level=1).mean()
+    expected = pd.Series([3., 2.5], index=["a", "b"])
+    assert_series_equal(result, expected)