MySQL connection trouble

Hello,

I try to connect to my MySQL database with the following code:

$con = mysql_connect('localhost', 'MY_USERNAME', 'MY_PASSWORD');

if (!$con) {
    die('Could not connect: ' . mysql_error());
} else {
    echo "It works";
}

// some code

But I got the following error Fatal error: Call to undefined function mysql_connect() in /home/XXX/XXX/XXX/XXX/myfile.php on line 2

I have done a little re-search at Google. And have came up with that MySQL should be standing - at least something about - in my php.ini file. So i made a file with phpinfo() in it. And there is nothing about MySQL. So I think there is no connection between PHP and MySQL. Is my thoughts correct?

What could be the problem?