$customPosts = new WP_Query($yourArgs);
echo "Last SQL-Query: {$customPosts->request}";

OR

First, put this in wp-config.php:

define( 'SAVEQUERIES', true );

Then in the footer of your theme put this:

<?php
if ( current_user_can( 'administrator' ) ) {
    global $wpdb;
    echo "<pre>";
    print_r( $wpdb->queries );
    echo "</pre>";
}
?>

Source