Python 2.7.5 (centOS) HTTPS download with cert

I'm trying to download a file via HTTPS using python 2.7.5. I'm using urllib.urlretrieve but I get the following error:

IOError: [Errno socket error] [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:579)

I tried to add a context passing the ca.crt required to validate the website but in this python version that's not allowed.

Can anyone help me with that or I need to find a way to update python on centOS?

Regards