Adding a PPA:

sudo add-apt-repository ppa:fkrull/deadsnakes
sudo apt-get update
sudo apt-get install python3.5

If this procedure doesn't work, it's possible that the Ubuntu version does not supported it. If so:

sudo apt-get install libssl-dev openssl
wget https://www.python.org/ftp/python/3.5.0/Python-3.5.0.tgz
tar xzvf Python-3.5.0.tgz
cd Python-3.5.0
./configure
make
sudo make install

UPDATE: a new recommended PPA:

sudo add-apt-repository ppa:deadsnakes/ppa