To take dump in XML format you have to provide an extra option in default mysqldump command. This can be useful in cases where you want to migrate your MySQL database to some other database.
You can use below command to take MySQL Database dump in XML format.
mysqldump --xml -u[username] -p[password] [db_name] > filename.xml
mysqldump -X -u[username] -p[password] [db_name] > filename.xml
For example if you have a database test_database with an username as root and password as mypassword the command to take dump will be,
mysqldump --xml -u root -p mypassword test_database > filename.xml