How to create a modal window in pyqt?

I looked into the documentation and I found self.setWindowModality(QtCore.Qt.WindowModal).

I added this function to my __init__ function, but however still was not able to create a modal dialog box.

Any help will be appreciated,
Thank You.

QDialog has setModal() as found here.

As the docs state:

By default, this property is False and show() pops up the dialog as modeless. Setting this property to true is equivalent to setting QWidget.windowModality to Qt.ApplicationModal.

As @sebastian noted you could use exec(). However it is better to use exec_() as the one sebastian mentioned is also a python call.

Example:

my_dialog = QDialog(self) 
my_dialog.exec_()  # blocks all other windows until this window is closed.

If this doesn't help please post your code and I will have a look.