@yyuu
You were probably right. The problem is another. I have just tried installing CPython 2.7 and failed.
I get ImportError: The Python sqlite3 extension was not compiled. Missing the SQLite3 lib?

Which version of OS X are you using? Beta release of OS X 10.9??

Installing Python-3.3.2...
checking build system type... x86_64-apple-darwin13.0.0
checking host system type... x86_64-apple-darwin13.0.0

My installation of OS X 10.7 has OpenSSL and SQLite3 at the following paths by default. How's about your system?

• /usr/lib/libssl.dylib
• /usr/include/openssl/ssl.h
• /usr/lib/libsqlite3.dylib
• /usr/include/sqlite3.h

Yes, I am using 10.9.
I have the two dylib in /usr/lib but the include folder is not in /usr. 
I think is inside /Application/Xcode.app

hmm, I've never tried Mavericks yet.

If there are no development headers on /usr/include or /usr/local/include, you can specify optional paths for these files via CFLAGS.

CFLAGS="-I/Application/Xcode.app/Contents/Developer/usr/include"

brew might install formulas keg only if they are installed by default. You might need to set LDFLAGS and CFLAGS for some of keg-only formulas explicitly when building CPython.

CFLAGS="-I/Application/Xcode.app/Contents/Developer/usr/include -I$(brew --prefix openssl)/include -I(brew --prefix sqlite3)/include" LDFLAGS="-L$(brew --prefix openssl)/lib -L$(brew --prefix sqlite3)/lib" pyenv install -v 3.3.2

I found temporary fix. 
In OS X 10.9 there is a /usr/include for every SDK installed.
I made a symlink to the old path of include:
ln -s /Library/Developer/CommandLineTools/SDKs/MacOSX10.9.sdk/usr/include/ /usr/include
and the installation succeeded.
Can you update pyenv to check for OS X 10.9 and set the correct flags?

I don't like platform specific workaround in pyenv itself. But there is still a chance in custom pyenv plugin to hook before_install and set proper build flags for the OS X 10.9.

I'd like to keep track on this issue and see how other packaging tools for OS X deal with this.

Have a look at this issue.

FWIW, I am seeing issues with building the exact same versions of Python on Mountain Lion, but I get a different error: File "", line 988, in get_code
ValueError: unmarshallable object

Have two different laptops with different configurations and both fail on just those versions of Python. 3.3.1 (being that its the current stable 3.x) is the big one there.

@zenweasel I was trying to build CPython 3.3.2, not 3.3.1.
In my case the build failed because of the missing /usr/include in Mavericks. On Mountain Lion you should have this directory. I don't know whether the issue is the same, probably not.

@zenweasel See #29

Yeah, this seems to be due to changes made in 10.9 to support multiple SDKs.

I successfully installed 3.3.2 by doing CFLAGS="-I$(xcrun --show-sdk-path)/usr/include" pyenv install 3.3.2.

I've had no compilation issues on Mavericks/10.9 when calling pyenv install 2.7 or pyenv install 3.3.2.

@daenney I have just tried and it's working.
It seems that in the final release of Mavericks there is a /usr/include so @yyuu can close the issue now.

Ok. Thanks for the confirmation 👍