Amazon Athena is an interactive data analysis tool used to process complex queries in relatively less time. It is server-less hence, there is no hassle of setting up and doesn’t require managing the infrastructure. It is not a Database service hence, you just pay for the queries you run. You just point your data in S3, define the schema required and with a standard SQL you are good to go.
MySQL is an Oracle-backed open source relational database management system (RDBMS) based on Structured Query Language (SQL). MySQL runs on virtually all platforms, including Linux, UNIX and Windows. Although it can be used in a wide range of applications, MySQL is most often associated with web applications and online publishing.
To find a detailed explanation on MySQL and Athena you can go through the blog "What is Amazon Athena?"