$ gdb -ex r --args python myscript.py
If you are using virtual environment then you are likely to run into the following error.
/home/dilawars/PY38/shims/python": not in executable format: File format not recognized
Because, in virtualenv, the command
python is a bash script wrapping the real python executable. To bypass this, just do the following:
$ gdb -ex r --args bash python myscript.py