Before saving the user entered data I want to check whether the entered data has Special Characters or not. Do not want to save Special Characters
Checking for Special Character can be done in JAVA as given in this link
Checking of Special Character can be done in MYSQL as given in this link
I want to know, Is it better to check Special Characters in JAVA or in MYSQL, In terms of performance?
It's more efficient to do it in Java, since you'll save a roundtrip to the database. It's also more logical to do it in Java, because this is business logic, and the business logic should generally be in the application code, not in the database.
Here are some good rules of thumbs regarding performance: