Save MySQL query results into a text or CSV file

I found this topic from this link:
Save MySQL query results into a text or CSV file | a Tech-Recipes Tutorial

I am try to create the text file from query results but it didn't work and got this error: "Incorrect syntax near the keyword 'INTO'.

Does any know? What should i do? - thx

SELECT sale, del
FROM order
INTO OUTFILE 'C:/tmp/orders.csv'
FIELDS TERMINATED BY ','
ENCLOSED BY '"'
LINES TERMINATED BY '\n'