For Python 3 urllib3 works properly, you can use as follow as per its official docs :
import urllib3
http = urllib3.PoolManager()
response = http.request(
'GET',
'https://api.prylabs.net/eth/v1alpha1/beacon/attestations',
fields={ # here fields are the query params
'epoch': 1234,
'pageSize': pageSize
}
)
response = attestations.data.decode('UTF-8')