fatal error: Python.h: No such file or directory

I am trying to build a shared library using a C extension file but first I have to generate the output file using the command below:

gcc -Wall utilsmodule.c -o Utilc

After executing the command, I get this error message:

> utilsmodule.c:1:20: fatal error: Python.h: No such file or directorycompilation terminated.

I have tried all the suggested solutions over the internet but the problem still exists. I have no problem with Python.h. I managed to locate the file on my machine.