出现该错误的原因是服务器开启了反爬虫，一般情况下只需要设置header模拟浏览器即可，但是urlretrieve并未提供header参数。

使用urlopen也可以直接下载文件，例：

headers = {"User-Agent": "Mozilla/5.0 (Windows NT 6.3; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/59.0.3071.86 Safari/537.36"}
def down_pic(url, path):
    try:
        req = request.Request(url, headers=headers)
        data = request.urlopen(req).read()
        with open(path, 'wb') as f:
            f.write(data)
            f.close()
    except Exception as e:
        print(str(e))

还有一种解决方法:

opener=urllib.request.build_opener()
opener.addheaders=[('User-Agent','Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/36.0.1941.0 Safari/537.36')]
urllib.request.install_opener(opener)
urllib.request.urlretrieve(url, Path)