配置如下：

‘components‘ => array(
  ‘db‘=>array(
    ‘enableParamLogging‘ => true,
  ),
  ‘log‘=>array(
    ‘class‘=>‘CLogRouter‘,
    ‘routes‘=>array( 
      array(
        ‘class‘=>‘CFileLogRoute‘,
        ‘levels‘=>‘trace,log‘,
        ‘categories‘ => ‘system.db.CDbCommand‘,
        ‘logFile‘ => ‘db.log‘,
      ), 
    ),
  ),
);

参考：http://*.com/questions/10629728/yii-how-to-print-sql-used-by-findall

YII数据库操作中打印sql