Here\'s what I did:
instantclient-basic-nt-11.2.0.3.0.zip
To help other people with the same problem:
This error tells about 32-64 bit mismatch between some DLL while importing module. Possibilities are:
Keep in mind that cx_Oracle uses standart Oracle client (at OCI level) which must be installed on your machine. It searches for oci.dll in several places, including PATH. If it founds oci.dll of wrong version of client the error appears.
In case you get this error check path list in the PATH environment variable. It is likely to contain path to BIN folder of wrong version of Oracle client. If you have several clients, specify in the PATH the appropriate one or install appropriate client.
NOTE: ORACLE_HOME does not have an effect for cx_Oracle. In my case only changing of PATH helped. I think the Ruben's solution works because of item 3 ('Add this same path to the "Path" environment variable').