Don't download Python3 from Python official website.

Option 1: Download Xcode Command Line Tools

Open terminal, input this command, follow the instruction

$ xcode-select --install

If you've already installed, it will show:

xcode-select: note: Command line tools are already installed. Use "Software Update" in System Settings or the softwareupdate command line interface to install updates

If you don't, then click next step, and follow the instruction

Option 2: Search and download Xcode in AppStore

Download xcode from Appstore, when you finished, you can test your installation by input the command below, if it returns the same then it was successful.

$ xcode-select -p
/Applications/Xcode.app/Contents/Developer