urllib2 HTTP Error 400: Bad Request

you have to use urllib.quote

You need to use urllib.quote() on your 'query' variable:

query = urllib.quote(query)
host = 'http://www.bing.com/search?q=%s&go=&qs=n&sk=&sc=8-13&first=%s' % (query, page)

This does the necessary URL escaping to convert the space in big dog to big%20dog.

The reason that "the dog" returns a 400 Error is because you aren't escaping the string for a URL.

If you do this:

import urllib, urllib2

quoted_query = urllib.quote(query)
host = 'http://www.bing.com/search?q=%s&go=&qs=n&sk=&sc=8-13&first=%s' % (quoted_query, page)
req = urllib2.Request(host)
req.add_header('User-Agent', User_Agent)
response = urllib2.urlopen(req)

It will work.

However I highly suggest you use requests instead of using urllib/urllib2/httplib. It's much much easier and it'll handle all of this for you.

This is the same code with python requests:

import requests

results = requests.get("http://www.bing.com/search", 
              params={'q': query, 'first': page}, 
              headers={'User-Agent': user_agent})