$ git clone git://github.com/yyuu/pyenv.git ~/.pyenv
$ vim ~/.bash_profile
$ source ~/.bash_profile
export PYENV_ROOT="$HOME/.pyenv"
export PATH="$PYENV_ROOT/bin:$PATH"
eval "$(pyenv init -)"

pyenv install --version

# pyenv install 3.6.8
Downloading Python-3.6.8.tar.xz...
-> https://www.python.org/ftp/python/3.6.8/Python-3.6.8.tar.xz
Installing Python-3.6.8...

BUILD FAILED (CentOS Linux 7 using python-build 1.2.21)

Inspect or clean up the working tree at /tmp/python-build.20201029141641.553612
Results logged to /tmp/python-build.20201029141641.553612.log

Last 10 log lines:
  File "/tmp/python-build.20201029141641.553612/Python-3.6.8/Lib/ensurepip/__main__.py", line 5, in <module>
    sys.exit(ensurepip._main())
  File "/tmp/python-build.20201029141641.553612/Python-3.6.8/Lib/ensurepip/__init__.py", line 204, in _main
    default_pip=args.default_pip,
  File "/tmp/python-build.20201029141641.553612/Python-3.6.8/Lib/ensurepip/__init__.py", line 117, in _bootstrap
    return _run_pip(args + [p[0] for p in _PROJECTS], additional_paths)
  File "/tmp/python-build.20201029141641.553612/Python-3.6.8/Lib/ensurepip/__init__.py", line 27, in _run_pip
    import pip._internal
zipimport.ZipImportError: can't decompress data; zlib not available
make: *** [install] Error 1

zlib-develをインストール

# yum -y install zlib-devel