Put something like:
#!/usr/bin/env/python
import sys
if sys.version_info<(2,6,0):
sys.stderr.write("You need python 2.6 or later to run this script\n")
exit(1)
at the top of your script.
Note that depending on what else is in your script, older versions of python than the target may not be able to even load the script, so won't get far enough to report this error. As a workaround, you can run the above in a script that imports the script with the more modern code.