python exception <type 'exceptions.ImportError'> No module named gdb:

You should specify the value of "--data-directory". For example, if you load gdb from the build directory, the command should be:

./gdb -data-directory ./data-directory

Then gdb can know where to find python module.

You can refer this discussion.

root@labs:~/gdb-8.1# gdb --version
Python Exception <type 'exceptions.ImportError'> No module named gdb: 
gdb: warning: 
Could not load the Python gdb module from `/usr/local/share/gdb/python'.
Limited Python support is available from the _gdb module.
Suggest passing --data-directory=/path/to/gdb/data-directory.
....

---

Try to cp python lib to --data-directory=/path/to/gdb/data-directory. My data directory is /usr/local/share/gdb/python,

# mkdir -p /usr/local/share/gdb/python/gdb
# cp -rf ~/gdb-8.1/gdb/python/lib/gdb/* /usr/local/share/gdb/python/gdb/


# gdb --version
GNU gdb (GDB) 8.1
Copyright (C) 2018 Free Software Foundation, Inc.
License GPLv3+: GNU GPL version 3 or later <http://gnu.org/licenses/gpl.html>
This is free software: you are free to change and redistribute it.
There is NO WARRANTY, to the extent permitted by law.  Type "show copying"
and "show warranty" for details.
This GDB was configured as "x86_64-pc-linux-gnu".
Type "show configuration" for configuration details.
For bug reporting instructions, please see:
<http://www.gnu.org/software/gdb/bugs/>.
Find the GDB manual and other documentation resources online at:
<http://www.gnu.org/software/gdb/documentation/>.
For help, type "help".
Type "apropos word" to search for commands related to "word".

I just ran into this and wanted to share what I found. During compilation, specifically the 'make install' step, I noticed this message:

WARNING: `makeinfo' is missing on your system.  You should only need it if
         you modified a `.texi' or `.texinfo' file, or any other file
         indirectly affecting the aspect of the manual.  The spurious
         call might also be the consequence of using a buggy `make' (AIX,
         DU, IRIX).  You might want to install the `Texinfo' package or
         the `GNU make' package.  Grab either from any GNU archive site.

It sounds as if it's OK that I don't have makeinfo, but in fact it led to the error that the OP asked about. After installing texinfo I then reran make install and ran gdb with no python error message.