In most versions of Linux edit the file:

/etc/my.cnf

Anywhere under [mysqld] add the line:

log-error=/var/log/mysqld.log

If log file doesn’t yet exists add and set permissions:

touch /var/log/mysqld.log
chown mysql:mysql /var/log/mysqld.log

Restart MySQL in:

cd /etc/rc.d/init.d
./mysqld restart