module 'pickle' has no attribute 'dump'

Question

import pickle

imelda = ('More Mayhem',
          'IMelda May',
          '2011',
          ((1, 'Pulling the Rug'),
           (2, 'Psycho'),
           (3, 'Mayhem'),
           (4, 'Kentish Town Waltz')))

with open("imelda.pickle", "wb") as pickle_file:
    pickle.dump(imelda, pickle_file)

I am trying to execute this code, but the console keeps telling me:

module 'pickle' has no attribute 'dump'

Do I have to install pickle via pip? I am not sure what is happening here.