Installing psycopg2 into virtualenv when PostgreSQL is not installed on development system
apt-get install libpq-dev
helped me on debian squeeze
psycopg depends on pg_config
command, and if you don't have it, you can't install psycopg.
If system installation is a problem to you, why don't you try compiling PostgreSQL and including generated bin files in your $PATH? Like:
export PATH=/path/to/compiled/postgresql/bin:"$PATH"
pip install psycopg2
brew install postgresql
export LDFLAGS="-L/usr/local/opt/openssl/lib"
export CPPFLAGS="-I/usr/local/opt/openssl/include"
pip3 install psycopg2