From the Heroku FAQ...
Can I require modules with C extensions?
Yes. If the module will install properly with pip. Most libraries that are required for web applications are available at build time.
However, sometimes a shared library needed for a module isn’t available. If this becomes a problem for you, you should contact
support@heroku.com
for help.
...so you'll probably have to e-mail them to get gevent
and/or cython
support.