sudo apt-get install python3.5
UPDATE
Thanks to Don Kirkby who highlight that there is a new recommended PPA.
The updated one is ppa:deadsnakes/ppa, so the complete command is the following:
sudo add-apt-repository ppa:deadsnakes/ppa
If you are using Ubuntu, you can install it adding a PPA; so you can proceed in this way:
sudo add-apt-repository ppa:fkrull/deadsnakes
sudo apt-get update
sudo apt-get install python3.5
If this procedure doesn't work, is possible that your Ubuntu version not supported it. So i think that you can install in this way:
sudo apt-get install libssl-dev openssl
wget https://www.python.org/ftp/python/3.5.0/Python-3.5.0.tgz
tar xzvf Python-3.5.0.tgz
cd Python-3.5.0
./configure
make
sudo make install