This is what worked for me on CentOS, first install:
sudo yum install postgresql postgresql-devel python-devel
On Ubuntu just use the equivilent apt-get packages.
sudo apt-get install postgresql postgresql-dev python-dev
And now include the path to your postgresql binary dir with you pip install, this should work for either Debain or RHEL based Linux:
sudo PATH=$PATH:/usr/pgsql-9.3/bin/ pip install psycopg2
Make sure to include the correct path. Thats all :)
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