I was facing the similar issue. My env details - Python 2.7.11 pip 9.0.1 CentOS release 5.11 (Final)

Error on python interpreter -

>>> import mysql.connector
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ImportError: No module named mysql.connector
>>>

Use pip to search the available module -

 $ pip search mysql-connector | grep --color mysql-connector-python



mysql-connector-python-rf (2.2.2)        - MySQL driver written in Python
mysql-connector-python (2.0.4)           - MySQL driver written in Python

Install the mysql-connector-python-rf -

$ pip install mysql-connector-python-rf

Verify

$ python
Python 2.7.11 (default, Apr 26 2016, 13:18:56)
[GCC 4.1.2 20080704 (Red Hat 4.1.2-54)] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import mysql.connector
>>>

1. Check for the current Python Interpreter VSCode is using Ctrl+P.

2. Add your virtual environment PATH where your module is installed in 'C:\Users\<username>\.virtualenvs\<virtualenvname>\Scripts\python'.

The solution is to install corresponding Python 3 module:

sudo apt-get install python3-mysql.connector

It fixes import mysql.connector error:

$ python3
Python 3.5.2 (default, Nov 23 2017, 16:37:01) 
[GCC 5.4.0 20160609] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> import mysql.connector
>>> 

And similar for Python 2:

sudo apt-get install python-mysql.connector

$ python2
Python 2.7.12 (default, Dec  4 2017, 14:50:18) 
[GCC 5.4.0 20160609] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import mysql.connector
>>> 

You might want to check out the following article:

Can not get mysql-connector-python to install in virtualenv (Stackoverflow)

The accepted answer states the following:

Several things. There is an inconsistency in package naming so you may want to do:

pip search mysql-connector

to find out what it is called on your platform. I got two results mysql-connector-python and mysql-connector-repackaged.

so try this first:

pip install mysql-connector-python  

this may additionally give an error like this:

Some externally hosted files were ignored (use 
  --allow-external mysql-connector-python to allow).  

so finally this should do the job:

pip install mysql-connector-python --allow-external mysql-connector-python