Its a kind of error which happen there is issues with DB connections, PHP script taking too long to execute or response is very large (which is probable in case of Magento)
you can make the following changes to my.cnf settings:
max_allowed_packet = 16M
wait_timeout = 1800
connect_timeout = 120
Then need to restart your MySQL server.
If the above solution doesnot work try to run your raw sql query and test if its actually working properly.