you need to check the following things:

1. Database size is very high and you are using query which
is not optimized.
2. you must be using too many joins in the query. Check the
execution plan
3. Confirm whether the CPU utilization is more from database
end or application end

http://www.interview-questions.maxmice.com

check if any indexes is created for that table if not 
create it. Open connection and close immediately when no 
longer in use.