When your Python package imports other python modules, package.xml should provide a <exec_depend> with the appropriate package name.
For system dependencies, like python-numpy or python-yaml, use the corresponding rosdep name:
<exec_depend>python-numpy</exec_depend>
<exec_depend>python-yaml</exec_depend>
These names are usually already defined in the rosdistro repository. If you need a module not yet defined there, please fork that repository and add them.
Several ROS infrastructure modules, like python-rospkg or python-rosdep itself, apply to multiple ROS releases and are released independently of them. Resolve those module dependencies like other system packages, using the rosdep name:
<exec_depend>python-rosdep</exec_depend>
<exec_depend>python-rospkg</exec_depend>
When you import from another ROS Python package, like rospy or roslaunch, always use the catkin package name:
<exec_depend>roslaunch</exec_depend>
<exec_depend>rospy</exec_depend>
ROS message or service definitions are defined as modules by ROS packages like std_msgs and sensor_msgs, used as examples here. Although <exec_depend> is adequate when all references are in Python, the recommended method is using a <depend> tag with the message package name:
<depend>std_msgs</depend>
<depend>sensor_msgs</depend>
Your CMakeLists.txt need not specify Python-only dependencies. They are resolved automatically via sys.path.