If using python 3.x you need to edit the Python3.sublime-build
(Preferences > Browse packages > Python 3)
to look like this:
{
"path": "/usr/local/bin",
"cmd": ["python3", "-u", "$file"],
"file_regex": "^[ ]*File \"(...*?)\", line ([0-9]*)",
"selector": "source.python"
}