How to apply stylesheet to a custom widget in PyQt

# -*- coding: utf-8 -*-

import sys
from PyQt4.QtGui import *  
from PyQt4.QtCore import * 

class MainWindow(QWidget):
    def __init__(self):
        super(MainWindow, self).__init__()

        self.setFixedWidth(200)
        self.setFixedHeight(200)

        stylesheet = \
            ".QWidget {\n" \
            + "border: 20px solid black;\n" \
            + "border-radius: 4px;\n" \
            + "background-color: rgb(255, 255, 255);\n" \
            + "}"
        self.setStyleSheet(stylesheet)

if __name__ == '__main__':

    app = QApplication(sys.argv)
    main = MainWindow()
    main.show()
    sys.exit(app.exec_())

I want to add a border to a custom widget with stylesheet, but the stylesheet does not seem to work, anything wrong?

Firstly: add an actual widget to your example:

    self.widget = QWidget(self)
    layout = QVBoxLayout(self)
    layout.addWidget(self.widget)

Secondly: do yourself a favour, and use triple-quotes:

    self.widget.setStyleSheet("""
        QWidget {
            border: 20px solid black;
            border-radius: 10px;
            background-color: rgb(255, 255, 255);
            }
        """)

The dot-selector in your example is redundant. What it does is specify that only instances of QWidget itself will be selected, as opposed to sub-classes of QWidget. See the StyleSheet Syntax guide in the Qt docs.