It looks like you don't have the python mysql package installed, try:
pip install mysql-python
or if not using a virtual environment (on *nix hosts):
sudo pip install mysql-python
If you get errors trying to install mysqlclient with pip, you may lack the mysql dev library. Install it by running:
apt-get install libmysqlclient-dev
and try again to install mysqlclient:
pip install mysqlclient
you have to install python-mysqldb - Python interface to MySQL
Try sudo apt-get install python-mysqldb
sudo apt-get install python-mysqldb