You can't say that Python is written in some programming language, since Python as a language is just a set of rules (like syntax rules, or descriptions of standard functionality). So we might say, that it is written in English :). However, mentioned rules can be implemented in some programming language. Hence, if you send a string like 'import this' to that program called interpreter, it'd return you "Zen of Python".
Since most modern OS are written in C, compilers/interpreters for modern high-level languages are also written in C. Python is not an exception - its most popular/"traditional" implementation is called CPython and is written in C.
As an aside, when the performance of a compute-intensive application is important, the fastest implementation is often not the standard CPython, which is written in C. For example, for many cases, pypy or Cython (both written in Python) may be faster