Pythonic sieve of Erasthotones that saves results to file
First off, the general naming style in Python is snake_case for functions and variables, and PascalCase for classes. On the note of style, you should also have two blank lines between top-level functions/classes/code blocks.

Secondly, are you sure that you want to be using len( ... ), rather than len ( ... ) - 1, as you did here: if index &lt; len(primes):? The len function "counts" the objects in the list starting at 1, not 0, which means if you're using it to get indexes, it'll be off by one.

Other than that, there's not much else that really needs to be improved here! Good job!