Statsmodels uses the linear model, OLS, to estimate ANOVA. So, having additional continuous regressors as in ANCOVA does not change the analysis.
Here are a few links to the relevant documentation
Anova helper functions and examples for ANCOVA interactions http://statsmodels.sourceforge.net/devel/examples/generated/example_interactions.html
using formulas to create the design matrix http://statsmodels.sourceforge.net/devel/example_formulas.html
the core OLS model http://statsmodels.sourceforge.net/devel/generated/statsmodels.regression.linear_model.OLS.html