For .NET Framework version 4 and above: use ObjectContext.ExecuteStoreCommand() if your query returns no results, and use ObjectContext.ExecuteStoreQuery if your query returns results.

For previous .NET Framework versions, here's a sample illustrating what to do. Replace ExecuteNonQuery() as needed if your query returns results.

static void ExecuteSql(ObjectContext c, string sql){

    var entityConnection =(System.Data.EntityClient.EntityConnection)c.Connection;

    DbConnection conn = entityConnection.StoreConnection;

    ConnectionState initialState = conn.State;

    try

    {if(initialState != ConnectionState.Open)

            conn.Open();//open connection ifnot already openusing(DbCommand cmd = conn.CreateCommand()){

            cmd.CommandText = sql;

            cmd.ExecuteNonQuery();}}

    finally

    {if(initialState != ConnectionState.Open)

            conn.Close();// only close connection ifnot initially open}}