PEP 315 (Python Enhancement Proposal) to include do..while statement has been rejected because it doen't fit in the general format of indented block statement: indented block used by every other Python compound statement.
In words of Guido Van Rossum - "Please reject the PEP. More variations along these lines won't make the language more elegant or easier to learn. They'd just save a few hasty folks some typing while making others who have to read/maintain their code wonder what it means".