If you want the fully qualified class name (e.g. sqlalchemy.exc.IntegrityError instead of just IntegrityError), you can use the function below, which I took from MB's awesome answer to another question (I just renamed some variables to suit my tastes):

def get_full_class_name(obj):
    module = obj.__class__.__module__
    if module is None or module == str.__class__.__module__:
        return obj.__class__.__name__
    return module + '.' + obj.__class__.__name__

Example:

try:
    # <do something with sqlalchemy that angers the database>
except sqlalchemy.exc.SQLAlchemyError as e:
    print(get_full_class_name(e))

# sqlalchemy.exc.IntegrityError