with io.open('filename', 'w', encoding='utf8') as json_file:
    data = json.dumps('\u05d1\u05e8\u05d9 \u05e6\u05e7\u05dc\u05d4',
        ensure_ascii=False)
json_file.write(str(data))
Saving utf-8 texts in json.dumps as UTF8, not as \u escape sequence