Hi @Kishore Chilaparapu , Welcome to Microsoft Q&A.
'SELECT ... INTO OUTFILE' is not supported by Azure Database for MySQL as per the article.
However, alternatively you can use the Azure Data Factory where-in you can define mapping of the output and finally copy the data in supported data stores. Please refer to below article on how to use it and which data stores are supported.
https://video2.skills-academy.com/en-us/azure/data-factory/connector-azure-database-for-mysql
Please let us know if this solves the issue you are facing.
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