How to compress a mysql dump using 7z via a pipe?

First store the password in a file called .my.cnf in the users home directory with the following format:

[mysqldump]
password=secret

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Then, you have to use mysqldump without the -p flag to dump a mysql database (it now uses the password from the file):

mysqldump -u root database | 7z a -si backup.sql.7z

• The a flag of 7z adds to the archive
• -si means to read from the standard input (from the anonymous pipe).