Based on this solution 2, include the CUDNN path.
setup(
  name='cudnn_extension',
  ext_modules=[
    CppExtension(
      'cudnn_extension', 
      ['cudnn_extension.cpp'], 
      )
    ],
  include_dirs="/usr/local/cuda/targets/x86_64-linux/include",
  cmdclass={
      'build_ext': BuildExtension
  })

I tried a fancy way to avoid hard coded the location, but not even CUDA_PATH was defined.