From the MySQL manual
INSERT statements that use VALUES syntax can insert multiple rows. To do this, include multiple lists of column values, each enclosed within parentheses and separated by commas. Example:
INSERT INTO tbl_name (a,b,c) VALUES(1,2,3),(4,5,6),(7,8,9);
Most of the time, you are not working in a MySQL client and you should batch inserts together using the appropriate API.
E.g. in JDBC:
connection con.setAutoCommit(false);
PreparedStatement prepStmt = con.prepareStatement("UPDATE DEPT SET MGRNO=? WHERE DEPTNO=?");
prepStmt.setString(1,mgrnum1);
prepStmt.setString(2,deptnum1);
prepStmt.addBatch();
prepStmt.setString(1,mgrnum2);
prepStmt.setString(2,deptnum2);
prepStmt.addBatch();
int [] numUpdates=prepStmt.executeBatch();
Insert into table(col1,col2) select col1,col2 from table_2;
Please refer to MySQL documentation on INSERT Statement
mysql allows you to insert multiple rows at once INSERT manual
Load data infile query is much better option but some servers like godaddy restrict this option on shared hosting so , only two options left then one is insert record on every iteration or batch insert , but batch insert has its limitaion of characters if your query exceeds this number of characters set in mysql then your query will crash , So I suggest insert data in chunks withs batch insert , this will minimize number of connections established with database.best of luck guys
Source: Stackoverflow.com