Did you try it with memsql? Just curious... I don't see any reason why it shouldn't work.
Mycli uses MySQL adapter called PyMySQL to connect to MySQL instances. I don't think it'll work with memsql.
If you're talking about writing a similar client for memsql, then yes it is possible to do that as long as there is a Python adapter for it.
http://docs.memsql.com/latest/faq/#is-memsql-a-storage-engin...
I haven't personally tried it with memsql.