Also, for other readers, if you are trying to do this in Django AND your server allows local_infile (you can check by typing SHOW VARIABLES via a mysql client) then you can add this to your settings.py file (since python MySQLdb doesn't by default read the .my.cnf file):
DATABASES = {
'default': {
'ENGINE': 'django.db.backends.mysql',
'NAME': 'mydb',
'USER': 'myname',
'PASSWORD': 'mypass',
'HOST': 'myserver',
'PORT': '3306',
'OPTIONS' : {
'local_infile':1,
},
}
}