If you use yum search you can find the python dev package for your version of python.
For me I was using python 3.5. I ran the following
yum search python | grep devel
Which returned the following
I was then able to install the correct package for my version of python with the following cmd.
sudo yum install python35u-devel.x86_64
This works on centos for ubuntu or debian you would need to use apt-get