Как импортировать 'GDB' в Python

I am using Python 2.7 and Python 3.1.3. But in my Python I am unable to "import gdb".

It is giving me an error as:

>>> import gdb
Traceback (most recent call last):
  File "<interactive input>", line 1, in <module>
ImportError: No module named gdb
>>>

What's a reason for this? How should I solve this problem?