You may see this error when installing the package to configure MySQL monitoring.
Ensure your package manager is up to date:
yum update or
sudo apt-get update
You may be excluding MySQL from being maintained by a package manager. On RHEL/CentOS/CloudLinux servers you can verify this with:
cat /etc/yum.conf | grep -i mysql
If MySQL is shown, you'll need to install the driver via the following way:
yum install MySQL-python --disableexcludes=all