diff --git a/pandas/io/sql.py b/pandas/io/sql.py
index 437e279e909790..ac400d4ce272f1 100644
--- a/pandas/io/sql.py
+++ b/pandas/io/sql.py
@@ -613,7 +613,10 @@ def insert_data(self):
 
     def _execute_insert(self, conn, keys, data_iter):
         data = [{k: v for k, v in zip(keys, row)} for row in data_iter]
-        conn.execute(self.insert_statement(), data)
+        if conn.dialect.supports_multivalues_insert:
+            conn.execute(self.insert_statement().values(data))
+        else:
+            conn.execute(self.insert_statement(), data)
 
     def insert(self, chunksize=None):
         keys, data_list = self.insert_data()