Add these lines of code before the first request:
mysql_query("SET NAMES 'utf8'");
mysql_query("SET CHARACTER SET utf8");
mysql_query("SET SESSION collation_connection = 'utf8_unicode_ci'");
Or you can change mysql configuration to use utf8 by default. Check here what you need to do.
MySQL UTF-8 my.cnf?
UPDATE
mysql_query , mysqli :
$mysqli = new mysqli("localhost", "MYSQL_USER", "MYSQL_PASS", "MYSQL_DB");
$mysqli->query("SET NAMES 'utf8'");
$mysqli->query("SET CHARACTER SET utf8");
$mysqli->query("SET SESSION collation_connection = 'utf8_unicode_ci'");