You can use PyAudio. An example here on my Linux it works:
#!usr/bin/env python
#coding=utf-8
import pyaudio
import wave
#define stream chunk
chunk = 1024
#open a wav format music
f = wave.open(r"/usr/share/sounds/alsa/Rear_Center.wav","rb")
#instantiate PyAudio
p = pyaudio.PyAudio()
#open stream
stream = p.open(format = p.get_format_from_width(f.getsampwidth()),
channels = f.getnchannels(),
rate = f.getframerate(),
output = True)
#read data
data = f.readframes(chunk)
#play stream
while data:
stream.write(data)
data = f.readframes(chunk)
#stop stream
stream.stop_stream()
stream.close()
#close PyAudio
p.terminate()