Try using the MySQL connector
http://splunk-base.splunk.com/apps/36664/splunk-mysql-connector
Alternatively, you could output the results of the search to CSV ("| [search] | outputcsv outputfile.csv") and use Mysql Load data infile.
Thanks for your answer.
I already tried to use MySQL Connector but I can't figure how to get an automated way to output my search results to my mySQL database.