Connection error to MySQL except with SQLYog

I have a problem connecting with the database with PHP or with mysql in linux. I can only connect to the DB with SQLYog.

The error i'm getting is this:

SQLSTATE[HY000] [2003] Can't connect to MySQL server on 'XX.XX.XX.XX' (110)

What can be the problem?

The IP from the computer of the SQLYog and the computer with PHP or mysql in linux is the same.