The type or namespace name 'Objects' does not exist in the namespace 'System.Data'

You need to add a reference to the .NET assembly System.Data.Entity.dll.

If you are using Entity Framework 6, the name space has changed. You want to use

System.Data.Entity.Core.Objects.ObjectQuery

Upgraded from EF5 to EF6 nuget a while back and kept encountering this issue. I'd temp fix it by updating the generated code to reference System.Data.Entity.Core.Objects, but after generation it would be changed back again (as expected since its generated).

This solved the problem for good:

http://msdn.microsoft.com/en-us/data/upgradeef6

If you have any models created with the EF Designer, you will need to update the code generation templates to generate EF6 compatible code. Note: There are currently only EF 6.x DbContext Generator templates available for Visual Studio 2012 and 2013.

1. Delete existing code-generation templates. These files will typically be named <edmx_file_name>.tt and <edmx_file_name>.Context.tt and be nested under your edmx file in Solution Explorer. You can select the templates in Solution Explorer and press the Del key to delete them.
   Note: In Web Site projects the templates will not be nested under your edmx file, but listed alongside it in Solution Explorer.
   Note: In VB.NET projects you will need to enable 'Show All Files' to be able to see the nested template files.
2. Add the appropriate EF 6.x code generation template. Open your model in the EF Designer, right-click on the design surface and select Add Code Generation Item...
   • If you are using the DbContext API (recommended) then EF 6.x DbContext Generator will be available under the Data tab.
     Note: If you are using Visual Studio 2012, you will need to install the EF 6 Tools to have this template. See Get Entity Framework for details.
   • If you are using the ObjectContext API then you will need to select the Online tab and search for EF 6.x EntityObject Generator.
3. If you applied any customizations to the code generation templates you will need to re-apply them to the updated templates.