My pygtk program writes this warning to stderr:

Gtk-Message: Failed to load module "canberra-gtk-module"

libcanberra seems to be a library for sound.

My program does not use any sound. Is there a way to disable this error message?

Installing libcanberra is not a solution.

I solved it by running

 sudo apt-get install libcanberra-gtk*

you can try it.