You can use enumerate:
for k,i in enumerate(mylist):
#do something with index k
#do something with element i
More information about looping techniques.
Edit:
As pointed out in the comments, using other variable names like
for i, item in enumerate(mylist):
makes it easier to read and understand your code in the long run. Normally you should use i, j, k for numbers and meaningful variable names to describe elements of a list.
I.e. if you have e.g. a list of books and iterate over it, then you should name the variable book.
