Install cx_Freeze from here
Unzip the folder and run these commands from that directory:
python setup.py build
sudo python setup.py install
Create a new directory for your python script and create a "setup.py" file in the same directory with the following content:
application_title = "My Application" # Use your own application name
main_python_file = "my_script.py" # Your python script
import sys
from cx_Freeze import setup, Executable
base = None
if sys.platform == "win32":
base = "Win32GUI"
includes = ["atexit","re"]
setup(
name = application_title,
version = "0.1",
description = "Your Description",
options = {"build_exe" : {"includes" : includes }},
executables = [Executable(main_python_file, base = base)])
Now run your setup.py from terminal:
python setup.py bdist_mac
NOTE: On El Capitan this will need to be run as root with SIP mode disabled.