I have had this error when connecting to a RabbitMQ MQTT server via TLS. I'm pretty sure the server is broken but anyway it worked with OpenSSL 1.0.1, but not OpenSSL 1.0.2.
You can check your version in Python using this:
import ssl
ssl.OPENSSL_VERSION
I'm not sure how to downgrade OpenSSL within Python (it seems to be statically linked on Windows at least), other than using an older version of Python.