I have both python2.7 and python3.2 installed in Ubuntu 12.04.
The symbolic link python links to python2.7
You should install ALL dependencies:
sudo apt-get install build-essential python3-dev python3-setuptools python3-numpy python3-scipy libatlas-dev libatlas3gf-base
Install pip3(if you have installed, please look step 3):
sudo apt-get install python3-pip
Iinstall scikit-learn by pip3
pip3 install -U scikit-learn
Open your terminal and entry python3 environment, type import sklearn to check it.
Gook Luck!