It's true that polling for changes is too expensive, especially if you have many clients. The queries are often very costly, and it's tempting to run the queries frequently to make sure the client gets notified promptly after a change. It's better to avoid polling the database.
One suggestion in the comments above is to use a UDF called from a trigger. But I don't recommend this, because a trigger runs when you do an INSERT/UPDATE/DELETE, not when you COMMIT the change. So a client could be notified of a change, and then when they check the database the change appears to not be there, because either the transaction was rolled back, or else the transaction simply hasn't been committed yet.
Another reason the trigger solution is not good is that MySQL triggers execute once for each row changed, not once for each INSERT/UPDATE/DELETE statement. So you could cause notification spam, if you do an UPDATE that affects thousands of rows.
A different solution is to use a message queue like RabbitMQ or ActiveMQ or Amazon SQS (there are many others). When a client commits their INSERT/UPDATE/DELETE, they confirm the commit succeeded, then post a message on a message queue topic. Many clients can be notified efficiently this way. But it requires that every client who commits changes to the database write code to post to the message queue.
Another solution is for clients to subscribe to MySQL's binary log and read it as a change data capture log. Every committed change to the database is logged in the binary log. You can make clients read this, and it has no more impact to the database server than a replication client (MySQL can easily support hundreds of replicas).
A hybrid solution is to consume the binary log, and turn those changes into events in a message queue. This is how a product like Debezium works. It reads the binary log, and posts events to an Apache Kafka message queue. Then other clients can wait for events on the Kafka queue and respond to them.