Could NOT find Python3 (found version "3.8.5")

I added the following lines in my CMakeLists.txt to include python3 numpy directories

find_package(Python3 COMPONENTS Development NumPy REQUIRED)
# ...
include_directories( ${Python3_NumPy_INCLUDE_DIRS})

But I am getting the following error while compiling

CMake Error at /usr/local/share/cmake-3.15/Modules/FindPackageHandleStandardArgs.cmake:137 (message):
 Could NOT find Python3 (missing: Python3_LIBRARY Python3_INCLUDE_DIR
 Python3_NumPy_INCLUDE_DIR Development NumPy) (found version "3.8.5")
Call Stack (most recent call first):
 /usr/local/share/cmake-3.15/Modules/FindPackageHandleStandardArgs.cmake:378 (_FPHSA_FAILURE_MESSAGE)
 /usr/local/share/cmake-3.15/Modules/FindPython/Support.cmake:1654 (find_package_handle_standard_args)
 /usr/local/share/cmake-3.15/Modules/FindPython3.cmake:215 (include)
 CMakeLists.txt:52 (find_package)

-- Configuring incomplete, errors occurred!