En Windows con python2.5 o superior, utilice ctypes para cargar user32.dll y llamada SystemParametersInfo() con la acción SPI_SETDESKWALLPAPER.

Por ejemplo:

import ctypes
SPI_SETDESKWALLPAPER = 20 
ctypes.windll.user32.SystemParametersInfoA(SPI_SETDESKWALLPAPER, 0, "image.jpg" , 0)

Para Python3.5, SystemParametersInfoA no funciona. Utilice SystemParametersInfoW.

import ctypes
ctypes.windll.user32.SystemParametersInfoW(20, 0, "absolute path" , 0)

Utilizo el siguiente método en uno de mis proyectos iniciales:

    def set_wallpaper(self,file_loc, first_run):
        # Note: There are two common Linux desktop environments where 
        # I have not been able to set the desktop background from 
        # command line: KDE, Enlightenment
        desktop_env = self.get_desktop_environment()
        try:
            if desktop_env in ["gnome", "unity", "cinnamon"]:
                uri = "'file://%s'" % file_loc
                try:
                    SCHEMA = "org.gnome.desktop.background"
                    KEY = "picture-uri"
                    gsettings = Gio.Settings.new(SCHEMA)
                    gsettings.set_string(KEY, uri)
                except:
                    args = ["gsettings", "set", "org.gnome.desktop.background", "picture-uri", uri]
                    subprocess.Popen(args)
            elif desktop_env=="mate":
                try: # MATE >= 1.6
                    # info from http://wiki.mate-desktop.org/docs:gsettings
                    args = ["gsettings", "set", "org.mate.background", "picture-filename", "'%s'" % file_loc]
                    subprocess.Popen(args)
                except: # MATE < 1.6
                    # From https://bugs.launchpad.net/variety/+bug/1033918
                    args = ["mateconftool-2","-t","string","--set","/desktop/mate/background/picture_filename",'"%s"' %file_loc]
                    subprocess.Popen(args)
            elif desktop_env=="gnome2": # Not tested
                # From https://bugs.launchpad.net/variety/+bug/1033918
                args = ["gconftool-2","-t","string","--set","/desktop/gnome/background/picture_filename", '"%s"' %file_loc]
                subprocess.Popen(args)
            ## KDE4 is difficult
            ## see http://blog.zx2c4.com/699 for a solution that might work
            elif desktop_env in ["kde3", "trinity"]:
                # From http://ubuntuforums.org/archive/index.php/t-803417.html
                args = 'dcop kdesktop KBackgroundIface setWallpaper 0 "%s" 6' % file_loc
                subprocess.Popen(args,shell=True)
            elif desktop_env=="xfce4":
                #From http://www.commandlinefu.com/commands/view/2055/change-wallpaper-for-xfce4-4.6.0
                if first_run:
                    args0 = ["xfconf-query", "-c", "xfce4-desktop", "-p", "/backdrop/screen0/monitor0/image-path", "-s", file_loc]
                    args1 = ["xfconf-query", "-c", "xfce4-desktop", "-p", "/backdrop/screen0/monitor0/image-style", "-s", "3"]
                    args2 = ["xfconf-query", "-c", "xfce4-desktop", "-p", "/backdrop/screen0/monitor0/image-show", "-s", "true"]
                    subprocess.Popen(args0)
                    subprocess.Popen(args1)
                    subprocess.Popen(args2)
                args = ["xfdesktop","--reload"]
                subprocess.Popen(args)
            elif desktop_env=="razor-qt": #TODO: implement reload of desktop when possible
                if first_run:
                    desktop_conf = configparser.ConfigParser()
                    # Development version
                    desktop_conf_file = os.path.join(self.get_config_dir("razor"),"desktop.conf") 
                    if os.path.isfile(desktop_conf_file):
                        config_option = r"screens\1\desktops\1\wallpaper"
                    else:
                        desktop_conf_file = os.path.join(self.get_home_dir(),".razor/desktop.conf")
                        config_option = r"desktops\1\wallpaper"
                    desktop_conf.read(os.path.join(desktop_conf_file))
                    try:
                        if desktop_conf.has_option("razor",config_option): #only replacing a value
                            desktop_conf.set("razor",config_option,file_loc)
                            with codecs.open(desktop_conf_file, "w", encoding="utf-8", errors="replace") as f:
                                desktop_conf.write(f)
                    except:
                        pass
                else:
                    #TODO: reload desktop when possible
                    pass 
            elif desktop_env in ["fluxbox","jwm","openbox","afterstep"]:
                #http://fluxbox-wiki.org/index.php/Howto_set_the_background
                # used fbsetbg on jwm too since I am too lazy to edit the XML configuration 
                # now where fbsetbg does the job excellent anyway. 
                # and I have not figured out how else it can be set on Openbox and AfterSTep
                # but fbsetbg works excellent here too.
                try:
                    args = ["fbsetbg", file_loc]
                    subprocess.Popen(args)
                except:
                    sys.stderr.write("ERROR: Failed to set wallpaper with fbsetbg!\n")
                    sys.stderr.write("Please make sre that You have fbsetbg installed.\n")
            elif desktop_env=="icewm":
                # command found at http://urukrama.wordpress.com/2007/12/05/desktop-backgrounds-in-window-managers/
                args = ["icewmbg", file_loc]
                subprocess.Popen(args)
            elif desktop_env=="blackbox":
                # command found at http://blackboxwm.sourceforge.net/BlackboxDocumentation/BlackboxBackground
                args = ["bsetbg", "-full", file_loc]
                subprocess.Popen(args)
            elif desktop_env=="lxde":
                args = "pcmanfm --set-wallpaper %s --wallpaper-mode=scaled" % file_loc
                subprocess.Popen(args,shell=True)
            elif desktop_env=="windowmaker":
                # From http://www.commandlinefu.com/commands/view/3857/set-wallpaper-on-windowmaker-in-one-line
                args = "wmsetbg -s -u %s" % file_loc
                subprocess.Popen(args,shell=True)
            ## NOT TESTED BELOW - don't want to mess things up ##
            #elif desktop_env=="enlightenment": # I have not been able to make it work on e17. On e16 it would have been something in this direction
            #    args = "enlightenment_remote -desktop-bg-add 0 0 0 0 %s" % file_loc
            #    subprocess.Popen(args,shell=True)
            #elif desktop_env=="windows": #Not tested since I do not run this on Windows
            #    #From https://stackoverflow.com/questions/1977694/change-desktop-background
            #    import ctypes
            #    SPI_SETDESKWALLPAPER = 20
            #    ctypes.windll.user32.SystemParametersInfoA(SPI_SETDESKWALLPAPER, 0, file_loc , 0)
            #elif desktop_env=="mac": #Not tested since I do not have a mac
            #    #From https://stackoverflow.com/questions/431205/how-can-i-programatically-change-the-background-in-mac-os-x
            #    try:
            #        from appscript import app, mactypes
            #        app('Finder').desktop_picture.set(mactypes.File(file_loc))
            #    except ImportError:
            #        #import subprocess
            #        SCRIPT = """/usr/bin/osascript<<END
            #        tell application "Finder" to
            #        set desktop picture to POSIX file "%s"
            #        end tell
            #        END"""
            #        subprocess.Popen(SCRIPT%file_loc, shell=True)
            else:
                if first_run: #don't spam the user with the same message over and over again
                    sys.stderr.write("Warning: Failed to set wallpaper. Your desktop environment is not supported.")
                    sys.stderr.write("You can try manually to set Your wallpaper to %s" % file_loc)
                return False
            return True
        except:
            sys.stderr.write("ERROR: Failed to set wallpaper. There might be a bug.\n")
            return False

    def get_config_dir(self, app_name=APP_NAME):
        if "XDG_CONFIG_HOME" in os.environ:
            confighome = os.environ['XDG_CONFIG_HOME'] 
        elif "APPDATA" in os.environ: # On Windows
            confighome = os.environ['APPDATA'] 
        else:
            try:
                from xdg import BaseDirectory   
                confighome =  BaseDirectory.xdg_config_home
            except ImportError: # Most likely a Linux/Unix system anyway
                confighome =  os.path.join(self.get_home_dir(),".config")
        configdir = os.path.join(confighome,app_name)
        return configdir

    def get_home_dir(self):
        if sys.platform == "cygwin":
            home_dir = os.getenv('HOME')
        else:
            home_dir = os.getenv('USERPROFILE') or os.getenv('HOME')
        if home_dir is not None:
            return os.path.normpath(home_dir)
        else:
            raise KeyError("Neither USERPROFILE or HOME environment variables set.")

El método get_desktop_environment se ha publicado en otro hilo.

En gnome, es probablemente preferible usar el enlace python de gconf directamente:

import gconf
conf = gconf.client_get_default()
conf.set_string('/desktop/gnome/background/picture_filename','/path/to/filename.jpg')

En Windows, necesitará algún truco con pywin32, y la API de windows, en 'linux' la respuesta dependerá del escritorio que se esté ejecutando: KDE, Gnome o algo más exótico. Bajo KDE (y tal vez Gnome) probablemente puede enviar un mensaje usando D-Bus, lo que podría hacer sin incluir nuevas bibliotecas usando la herramienta de línea de comandos dbus-send.

La otra opción sería establecer el fondo de escritorio en un archivo que luego edita / reemplaza desde python, pero esto probablemente solo resultará en un cambio cuando el usuario inicie sesión.

Primero, importa ctypes: te da acceso a componentes de Windows como el salvapantallas, fondos de pantalla, etc.

Luego llama ctypes.windll.user32.SystemParametersInfoA(a,b,c,d):

a = 20

b = 0

c = La ruta COMPLETA de la imagen. No solo la ruta desde active directory

d = 0

Cambiar la imagen de fondo del escritorio

    import ctypes
    import os
    SPI_SETDESKWALLPAPER = 20 
    ctypes.windll.user32.SystemParametersInfoA(SPI_SETDESKWALLPAPER, 0, 'your image path', 3) 
    #'C:\\Users\\Public\\Pictures\\abc.jpg'

Funcionó bien para mí. windows10, python27

Hay una diferencia en lo que SystemParametersInfo método para ser llamado basado en lo que si se está ejecutando en 64 bits o 32 bits OS. Para 64 bits debe usar SystemParametersInfoW (Unicode) y para 32 bits SystemParametersInfoA (ANSI)

import struct
import ctypes


SPI_SETDESKWALLPAPER = 20
WALLPAPER_PATH = 'C:\\your_file_name.jpg'


def is_64_windows():
    """Find out how many bits is OS. """
    return struct.calcsize('P') * 8 == 64


def get_sys_parameters_info():
    """Based on if this is 32bit or 64bit returns correct version of SystemParametersInfo function. """
    return ctypes.windll.user32.SystemParametersInfoW if is_64_windows() \
        else ctypes.windll.user32.SystemParametersInfoA


def change_wallpaper():
    sys_parameters_info = get_sys_parameters_info()
    r = sys_parameters_info(SPI_SETDESKWALLPAPER, 0, WALLPAPER_PATH, 3)

    # When the SPI_SETDESKWALLPAPER flag is used,
    # SystemParametersInfo returns TRUE
    # unless there is an error (like when the specified file doesn't exist).
    if not r:
        print(ctypes.WinError())


change_wallpaper()