Try the solution from the below link and do let me know in the comments if that works for you
Even though I have referred to the exact section of the page required for your resolution, as suggested by @Ch3steR, I am putting the required details below :-
From within VS Code, select a Python 3 interpreter by opening the Command Palette (⇧⌘P), start typing the Python: Select Interpreter command to search, then select the command. You can also use the Select Python Environment option on the Status Bar if available (it may already show a selected interpreter, too):
No interpreter selected
The command presents a list of available interpreters that VS Code can find automatically, including virtual environments. If you don't see the desired interpreter, configure your Python environment.
for setting python environment, please follow below instructions: -
To select a specific environment, use the Python: Select Interpreter command from the Command Palette (⇧⌘P).
Python: Select Interpreter command
You can switch environments at any time; switching environments helps you test different parts of your project with different interpreters or library versions as needed.
The Python: Select Interpreter command displays a list of available global environments, conda environments, and virtual environments.
Note: When using an Anaconda distribution, the correct interpreter should have the suffix ('base':conda), for example Python 3.7.3 64-bit ('base':conda).
Selecting an interpreter sets the python.pythonPath value in your workspace settings to the path of the interpreter. To see the setting, select File > Preferences > Settings (Code > Preferences > Settings on macOS), then select the Workspace Settings tab.
Reference :-
https://code.visualstudio.com/docs/python/python-tutorial#_select-a-python-interpreter
https://code.visualstudio.com/docs/python/environments#_select-and-activate-an-environment
Thanks