mysql>
mysql> delimiter $$
mysql>
mysql> CREATE PROCEDURE myProc()
    -> BEGIN
    ->
    ->     DECLARE i int;
    ->     SET i=1;
    ->     loop1: WHILE i<=10 DO
    ->          IF MOD(i,2)<>0 THEN /*Even number - try again*/
    ->             SELECT CONCAT(i," is an odd number");
    ->          END IF;
    ->          SET i=i+1;
    ->     END WHILE loop1;
    -> END$$
Query OK, 0 rows affected (0.00 sec)

mysql>
mysql> delimiter ;
mysql> call myProc();