AWS error from Python: No module named lambda_function

I am creating a AWS Lambda python deployment package. I am using one external dependency requests. I installed the external dependency using the AWS documentation. Below is my Python code.

import requests

print('Loading function')

s3 = boto3.client('s3')


def lambda_handler(event, context):
    #print("Received event: " + json.dumps(event, indent=2))

    # Get the object from the event and show its content type
    bucket = event['Records'][0]['s3']['bucket']['name']
    key = urllib.unquote_plus(event['Records'][0]['s3']['object']['key']).decode('utf8')
    try:
        response = s3.get_object(Bucket=bucket, Key=key)
        s3.download_file(bucket,key, '/tmp/data.txt')
        lines = [line.rstrip('\n') for line in open('/tmp/data.txt')]
        for line in lines:
            col=line.split(',')
            print(col[5],col[6])
        print("CONTENT TYPE: " + response['ContentType'])
        return response['ContentType']
    except Exception as e:
        print(e)
        print('Error getting object {} from bucket {}. Make sure they exist and your bucket is in the same region as this function.'.format(key, bucket))
        raise e

Created the Zip the content of the project-dir directory and uploaded to the lambda(Zip the directory content, not the directory). When I am execute the function I am getting the below mentioned error.

START RequestId: 9e64e2c7-d0c3-11e5-b34e-75c7fb49d058 Version: $LATEST
**Unable to import module 'lambda_function': No module named lambda_function**

END RequestId: 9e64e2c7-d0c3-11e5-b34e-75c7fb49d058
REPORT RequestId: 9e64e2c7-d0c3-11e5-b34e-75c7fb49d058  Duration: 19.63 ms  Billed Duration: 100 ms     Memory Size: 128 MB Max Memory Used: 9 MB