For Windows 10 if you want use pip in normal cmd, not only in Anaconda prompt. you need add 3 environment paths. like the followings:

D:\Anaconda3 
D:\Anaconda3\Scripts
D:\Anaconda3\Library\bin 

most people only add D:\Anaconda3\Scripts

MAC OS

I had the same problem on Mac OS(Mojave) and solved the problem as mentioned on this link - Openssl issue.

1. If you do not have Homebrew or don't know what is Homebrew:

/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"

2. Or if you already have Homebrew installed:

brew update && brew upgrade
brew uninstall --ignore-dependencies openssl; brew install https://github.com/tebelorg/Tump/releases/download/v1.0.0/openssl.rb

Update: Keep in mind, that I had to use --ignore-dependencies flag, because other packages installed that depend on OpenSSL.

Additional if the problem is caused after using pyenv, you can fix it by using:

brew reinstall python

For Debian users, the following may be of use:

sudo apt install libssl-dev
sudo apt install libncurses5-dev
sudo apt install libsqlite3-dev
sudo apt install libreadline-dev
sudo apt install libtk8.6
sudo apt install libgdm-dev
sudo apt install libdb4o-cil-dev
sudo apt install libpcap-dev

Then cd to the folder with the Python 3.X library source code and run:

./configure
make
make install