def difference(self, other, sort=None):
        self._validate_sort_keyword(sort)
        self._assert_can_do_setop(other)
        other, result_names = self._convert_can_do_setop(other)
        if len(other) == 0:
            return self
        if self.equals(other):
            return MultiIndex(levels=self.levels,
                              codes=[[]] * self.nlevels,
                              names=result_names, verify_integrity=False)
        this = self._get_unique_index()
        indexer = this.get_indexer(other)
        indexer = indexer.take((indexer != -1).nonzero()[0])
        label_diff = np.setdiff1d(np.arange(this.size), indexer,
                                  assume_unique=True)
        difference = this.values.take(label_diff)
        if sort is None:
            difference = sorted(difference)
        if len(difference) == 0:
            return MultiIndex(levels=[[]] * self.nlevels,
                              codes=[[]] * self.nlevels,
                              names=result_names, verify_integrity=False)
        else:
            return MultiIndex.from_tuples(difference, sortorder=0,
                                          names=result_names)