I have tried every install method I can think of to install RPy2 on our debian server and I get the same message regardless. I have installed and used it successfully on my mac.
As pointed in rpy2 installation on Ubuntu, sometimes a missing python-dev (python-devel in RHEL) may cause these issues. You can fix by either
sudo apt-get install python-dev
or
sudo yum install python-devel
Or other OS specific instruction for installing python-dev[el]