Open terminal and type:
nano /etc/crontab
And add one of the following lines depending on your situation. This schedule the backup on 1am every day.
0 1 * * * mysqldump -h mysql.host.com -uusername -ppassword --opt database > /path/to/directory/filename.sql
0 1 * * * /usr/local/mysql/bin/mysqldump -h mysql.host.com -uusername -ppassword --opt database > /path/to/directory/filename.sql
0 1 * * * /usr/local/mysql/bin/mysqldump -uroot -ppassword --opt database > /path/to/directory/filename.sql
(There is no space between the -p and password or -u and username - replace root with a correct database username.)