To protect your account from possible attacks, external MySQL connections are blocked. Before accessing MySQL database from any other host, you need to add this host to whitelist.
Log in to your cPanel and navigate to MySQL Databases under Site Management Tools. Search for Access Hosts field and enter the IP address of host you want to access MySQL from.
Please note: Be sure to remove this IP address from access list once external access is not needed anymore. It will help you to prevent possible hacking attempts and make your account as secure as possible.