Then I doubt this is a bug in Python.

If your class does not override __reduce__, __reduce_ex__ or __getstate__/__setstate__, then it is probably one of the attributes of your instance which is causing the problem.  You could try to find out which one by trying

    cPickle.loads(cPickle.dumps(attribute, -1))

for each attribute of an instance of your class to see if it raises an error.