The mysql client is available in macOS ports. If you don't have this excellent third party package manager already installed, it is available from here: https://www.macports.org/
Once you have installed macports, open a terminal and make sure everything is up to date:
sudo port selfupdate
There are multiple different versions of MySQL and mariadb (community fork of MySQL) available in the ports repos. List available versions using the following command:
port search 'mariadb*'
I recommend choosing mariadb over mysql as it is, mostly, a drop in replacement (https://mariadb.com/kb/en/mariadb-vs-mysql-compatibility/) and has excellent community support.
If applicable, choose which version of mariadb you want (a list of versions of mariadb is available here: https://downloads.mariadb.org/mariadb/+releases/). If you're not bothered, install the default version:
sudo port install mariadb
Mariadb (including the mysql-compatible command line client) is now available on your system. On my system, the CLI client resides in the following location:
$ /opt/local/bin/mysql --version
/opt/local/bin/mysql Ver 15.1 Distrib 5.5.68-MariaDB, for osx10.15 (x86_64) using readline 5.1
It's obviously a bit inconvenient to type out the full path, /opt/local/bin/mysql each time you want to use the client. Ports has already thought of this problem. To view available versions of mysql on your system, run:
$ port select mysql
Available versions for mysql:
mariadb (active)
none
Choose one from the list. For example, to use mariadb as the default mysql client:
sudo port select mysql mariadb
Now open a fresh terminal window and you should be able to start the mariadb mysql CLI client:
mysql -h <hostname> -u <username> -p