I recently upgraded from Sierra to Mojave. After that I tried to use pyenv install 3.5.6. This uses homebrew in the background to try to install python, which fails
pyenv install 3.5.6
It helped me as well, answer is here: https://github.com/Homebrew/homebrew-core/issues/29176 More details, this works:
brew update
(Re)Install CLT.
installer -pkg /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10.14.pkg -target /
brew reinstall python@2