Multi-head Latent Attention (MLA) is an innovative architecture proposed by DeepSeek, designed to ensure efficient and economical inference by significantly compressing the Key-Value (KV) cache into a latent vector. Compared to MLA, standard LLMs employing Multi-Head Attention (MHA) and its variants such as Grouped-Query Attention (GQA) exhibit significant cost disadvantages. Enabling well-trained LLMs (e.g., Llama) to rapidly adapt to MLA without pre-training from scratch is both meaningful and challenging. This paper proposes the first data-efficient fine-tuning method for transitioning from MHA to MLA (**MHA2MLA**), which includes two key components: for *partial-RoPE*, we remove RoPE from dimensions of queries and keys that contribute less to the attention scores, for *low-rank approximation*, we introduce joint SVD approximations based on the pre-trained parameters of keys and values. These carefully designed strategies enable MHA2MLA to recover performance using only a small fraction (0.6% to 1%) of the data, significantly reducing inference costs while seamlessly integrating with compression techniques such as KV cache quantization. For example, the KV cache size of Llama2-7B is reduced by 92.19%, with only a 1% drop in LongBench performance. Our source code is publicly available at https://github.com/JT-Ushio/MHA2MLA.