I came across this issue when I generated a new rails app specifying MySQL as the database to use. I am running Mac OS X Yosemite, Ruby 2.1 and Rails 4.
Here’s what I did, I uninstalled the mysql2 gem, then used Brew to install MySQL, then reinstalled the mysql2 gem. Here’s the commands for easy copy and paste:
gem uninstall mysql2 brew install mysql gem install mysql2
After running those commands, I was able to use MySQL in my Rails projects with no issue.