An example code to make clickable window on Qt

main.py

# coding=utf-8
"""
"""
__author__ = 'Alisue <lambdalisue@hashnote.net>'
try:
    from PySide import QtCore
    from PySide import QtGui
except ImportError:
    from PyQt4 import QtCore
    from PyQt4 import QtGui


class ClickableLabel(QtGui.QLabel):
    clicked = QtCore.Signal()

    def mousePressEvent(self, event):
        self.clicked.emit()

class MainWindow(QtGui.QMainWindow):
    def __init__(self):
        super(MainWindow, self).__init__()

        # make the window frameless
        self.setWindowFlags(
                QtCore.Qt.FramelessWindowHint |
                QtCore.Qt.X11BypassWindowManagerHint)

        # click to close
        centralWidget = ClickableLabel(self)
        centralWidget.clicked.connect(QtGui.qApp.quit)
        self.setCentralWidget(centralWidget)

if __name__ == '__main__':
    import sys
    app = QtGui.QApplication(sys.argv)
    main = MainWindow()
    main.show()
    sys.exit(app.exec_())