As you know regular backups of DB for a running site are very important. Most of the hosting providers do this for you, but sometimes its also expected from you to do the same.
The easiest way is to create a Replica of the current DB through the command line and download it.
Below is the command for doing the same. I am assuming that you are already logged in your server through ssh.
mysqldump -u DB_USERNAME -p DB_DATABASE > FILENAME.sql
It will ask for the password but you can handle it.
Feel free to ask in the comment section in case of any doubt.