How to build PyZMQ for your system ================================== I'll desrcibe a harder task - how to build cross platform PyZMQ. Building for current system will be much easier. for the example I will build 32 bit Python 3 PyZMQ on a 64 bit machine. 1. build ZMQ library a. Unzip zeromq-4.0.2.tar.gz b. create a dir called zermoq-4.0.2-bin c set CC, CXX, CXXLD, CFLAGS, CXXFLAGS and LDSHARED correctly if you need another toolchain d. configure: ./configure --prefix=zeromq-4.0.2-bin e. make -j64 f. make install now we have ZMQ binaries built to zeromq-4.0.2-bin 2. build PyZMQ a. unzip pyzmq-14.5.0 b. create a dir called pyzmq-14.5.0-bin c. setenv LD_LIBRARY_PATH zeromq-4.0.2-bin/lib c. *FOR CROSS COMPILE* we need a setup.cfg file skip to D for non cross compile - you can simply run: python setup.py configure --zmq=zeromq-4.0.2-bin python setup.py build --prefix=pyzmq-14.5.0-bin d. *CROSS COMPILE* create a setup.cfg accroding to setup.cfg.template with include_libs, and directory_libs make sure they include the Python include/lib directories as well as ZMQ for example, for Python 3 i had to download the Python 3 development package The final output: prebuild/zmq/pyzmq-14.5.0-bin/lib/python3.4/site-packages/zmq