Error in setting up recorder with MySQL

Same here. Following the documentation but it did not help.

Jan 18 18:44:30 homeassistant hass[31560]: Exception in thread Thread-9:
Jan 18 18:44:30 homeassistant hass[31560]: Traceback (most recent call last):
Jan 18 18:44:30 homeassistant hass[31560]: File "/usr/lib/python3.4/threading.py", line 920, in _bootstrap_inner
Jan 18 18:44:30 homeassistant hass[31560]: self.run()
Jan 18 18:44:30 homeassistant hass[31560]: File "/srv/homeassistant/homeassistant_venv/lib/python3.4/site-packages/homeassistant/components/recorder/__init__.py", line 204, in run
Jan 18 18:44:30 homeassistant hass[31560]: self._setup_connection()
Jan 18 18:44:30 homeassistant hass[31560]: File "/srv/homeassistant/homeassistant_venv/lib/python3.4/site-packages/homeassistant/components/recorder/__init__.py", line 303, in _setup_connection
Jan 18 18:44:30 homeassistant hass[31560]: self.engine = create_engine(self.db_url, echo=False)
Jan 18 18:44:30 homeassistant hass[31560]: File "/home/homeassistant/.homeassistant/deps/sqlalchemy/engine/__init__.py", line 387, in create_engine
Jan 18 18:44:30 homeassistant hass[31560]: return strategy.create(*args, **kwargs)
Jan 18 18:44:30 homeassistant hass[31560]: File "/home/homeassistant/.homeassistant/deps/sqlalchemy/engine/strategies.py", line 80, in create
Jan 18 18:44:30 homeassistant hass[31560]: dbapi = dialect_cls.dbapi(**dbapi_args)
Jan 18 18:44:30 homeassistant hass[31560]: File "/home/homeassistant/.homeassistant/deps/sqlalchemy/dialects/mysql/mysqldb.py", line 110, in dbapi
Jan 18 18:44:30 homeassistant hass[31560]: return __import__('MySQLdb')
Jan 18 18:44:30 homeassistant hass[31560]: ImportError: No module named 'MySQLdb'
Jan 18 1