On python3 the error stack is:
>>> import mxnet Traceback (most recent call last): File "", line 1, in File "C:\Python36\lib\site-packages\mxnet\__init__.py", line 24, in from .context import Context, current_context, cpu, gpu, cpu_pinned File "C:\Python36\lib\site-packages\mxnet\context.py", line 24, in from .base import classproperty, with_metaclass, _MXClassPropertyMetaClass File "C:\Python36\lib\site-packages\mxnet\base.py", line 214, in _LIB = _load_lib() File "C:\Python36\lib\site-packages\mxnet\base.py", line 205, in _load_lib lib = ctypes.CDLL(lib_path[0], ctypes.RTLD_LOCAL) File "C:\Python36\lib\ctypes\__init__.py", line 344, in __init__ self._handle = _dlopen(self._name, mode) OSError: [WinError 126] The specified module could not be found