from the documentation the usage is:
 Python: cv2.HoughCircles(image, method, dp, minDist[, circles[,
    param1[, param2[, minRadius[, maxRadius]]]]]) → circles
where 
 circles – Output vector of found circles. Each vector is encoded as a
 3-element floating-point vector (x, y, radius)
with example usage:
#include <cv.h>
#include <highgui.h>
#include <math.h>
using namespace cv;
int main(int argc, char** argv)
{
    Mat img, gray;
    if( argc != 2 && !(img=imread(argv[1], 1)).data)
        return -1;
    cvtColor(img, gray, CV_BGR2GRAY);
    // smooth it, otherwise a lot of false circles may be detected
    GaussianBlur( gray, gray, Size(9, 9), 2, 2 );
    vector<Vec3f> circles;
    HoughCircles(gray, circles, CV_HOUGH_GRADIENT,
                 2, gray->rows/4, 200, 100 );
    for( size_t i = 0; i < circles.size(); i++ )
    {
         Point center(cvRound(circles[i][0]), cvRound(circles[i][1]));
         int radius = cvRound(circles[i][2]);
         // draw the circle center
         circle( img, center, 3, Scalar(0,255,0), -1, 8, 0 );
         // draw the circle outline
         circle( img, center, radius, Scalar(0,0,255), 3, 8, 0 );
    }
    namedWindow( "circles", 1 );
    imshow( "circles", img );
    return 0;
}
the important bit to notice is that instead of:
circles = HoughCircles(gray, CV_HOUGH_GRADIENT...
you need to pass it a vector:
    vector<Vec3f> circles;
    HoughCircles(gray, circles, CV_HOUGH_GRADIENT,
                 2, gray->rows/4, 200, 100 );
This is more of a C style of programming