I had this problem with Mojave and Python 3.7.3.
This worked for me:
SDKROOT=/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.14.sdk MACOSX_DEPLOYMENT_TARGET=10.14 pyenv install 3.7.3
I had this problem with Mojave and Python 3.7.3.
This worked for me:
SDKROOT=/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.14.sdk MACOSX_DEPLOYMENT_TARGET=10.14 pyenv install 3.7.3