Can't connect to MySQL - Python

Question

I'm trying to run the following code on WSL - Windows Version 1809 and Ubuntu 18.04:

# Connect to a database
mydb = MySQLdb.connect(
        host='localhost',
        user='root',
        passwd='',
        db='mydb'
        )

But then I get the error

    Traceback (most recent call last):
      File "/home/queenmypawn/.local/lib/python3.6/site-packages/pymysql/connections.py", line 583, in connect
        **kwargs)
      File "/usr/lib/python3.6/socket.py", line 724, in create_connection
        raise err
      File "/usr/lib/python3.6/socket.py", line 713, in create_connection
        sock.connect(sa)
    ConnectionRefusedError: [Errno 111] Connection refused

It also throws another exception:

    During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "csvtodb.py", line 16, in <module>
    db='mydb'
  File "/home/queenmypawn/.local/lib/python3.6/site-packages/pymysql/__init__.py", line 94, in Connect
    return Connection(*args, **kwargs)
  File "/home/queenmypawn/.local/lib/python3.6/site-packages/pymysql/connections.py", line 325, in __init__
    self.connect()
  File "/home/queenmypawn/.local/lib/python3.6/site-packages/pymysql/connections.py", line 630, in connect
    raise exc
pymysql.err.OperationalError: (2003, "Can't connect to MySQL server on 'localhost' ([Errno 111] Connection refused)")

What seems to be the problem with the line db='mydb'?