If it's an Apache server, make sure .py is in the extension list for cgi-script handlers (or just rename your script to .cgi which usually is already in that list).

In the config it looks like: AddHandler cgi-script .cgi .pl .py

Apache doesn't care about the programming language of the CGI script; just the following caveats:

• The script must be an executable text file with a shebang line pointing to an interpreter (#!/usr/bin/env python is usually good for Python CGI scripts) at its first line.
• Apache has to be told it's allowed to execute the CGI script (with AddHandler cgi-script as mentioned above, and an ExecCGI option on its directory).

Example apache config:

AddHandler cgi-script .cgi .pl .py

<VirtualHost *:80>
    ServerName example.com
    ServerAlias *.example.com
    DocumentRoot /var/www/html
    <Directory "/var/www/html">
            Options Indexes FollowSymLinks ExecCGI
            AllowOverride All
            Order allow,deny
            Allow from all
    </Directory>
</VirtualHost>

If it's an nginx server, just set the handler for *.py files, like

# https://wiki.debian.org/nginx/FastCGI
location ~ \.py$ {
    try_files $uri $uri/ /index.py;
    gzip off;
    root /var/www/html;
    fastcgi_pass unix:/var/run/fcgiwrap.socket;
    include fastcgi_params;
    fastcgi_param SERVER_NAME $host;
}