Install cx_Freeze from here

Unzip the folder and run these commands from that directory:

python setup.py build
sudo python setup.py install

Create a new directory for your python script and create a “setup.py” file in the same directory with the following content:

application_title = "My Application" # Use your own application name
main_python_file = "my_script.py" # Your python script

import sys

from cx_Freeze import setup, Executable

base = None
if sys.platform == "win32":
    base = "Win32GUI"

includes = ["atexit","re"]

setup(
        name = application_title,
        version = "0.1",
        description = "Your Description",
        options = {"build_exe" : {"includes" : includes }},
        executables = [Executable(main_python_file, base = base)])

Now run your setup.py from terminal:

python setup.py bdist_mac

NOTE: On El Capitan this will need to be run as root with SIP mode disabled.