I followed this link instructions and it worked for me.
Download Oracle Basic/SDK from :
Oracle Instant Client Basic
Oracle Instant Client SDK
mkdir /Users/<username_here>/oracle
mv /Users/<username_here>/Downloads/instantclient-*
/Users/<username_here>/oracle
cd /Users/<username_here>/oracle
unzip instantclient-basic-macos.x64-11.2.0.3.0.zip
unzip instantclient-sdk-macos.x64-11.2.0.3.0.zip
cd instantclient_11_2/sdk
unzip ottclasses.zip
cd ..
cp -R ./sdk/* .
cp -R ./sdk/include/* .
ln -s libclntsh.dylib.11.1 libclntsh.dylib
ln -s libocci.dylib.11.1 libocci.dylib
vim ~/.bash_profile (and below to bash_profile)
export ORACLE_HOME=/Users/<username_here>/oracle/instantclient_11_2
export DYLD_LIBRARY_PATH=$ORACLE_HOME
export LD_LIBRARY_PATH=$ORACLE_HOME
pip install cx_Oracle
After this if you get an error like:
1): Library not loaded:
/ade/b/3071542110/oracle/rdbms/lib/libclntsh.dylib.11.1
you have to :
sudo mkdir -p /ade/b/3071542110/oracle/rdbms/lib/
cd /ade/b/3071542110/oracle/rdbms/lib/
sudo ln -s /opt/oracle/instantclient/libclntsh.dylib.11.1 libclntsh.dylib.11.1